Altheora SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:78.13% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9945 | 3.34 | |
| 0.1635 | 6.45 | |
| 0.7390 | 18.75 | |
| -0.0057 | -0.12 | |
| 0.1001 | 1.52 | |
| -0.1688 | -3.71 | |
| 0.0480 | 1.01 | |
| 0.0958 | 2.02 | |
| -0.1538 | -2.94 | |
| 0.1809 | 3.04 | |
| -0.1290 | -1.20 |
Estimation Period:
Sep 21, 1990 to Feb 6, 2026
Sep 21, 1990 to Feb 6, 2026
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