Piscines Desjoyaux Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.49% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8816 | 4.84 | |
| 0.2069 | 9.53 | |
| 0.5309 | 12.10 | |
| 0.0623 | 1.07 | |
| -0.0931 | -1.16 | |
| 0.0008 | 0.02 | |
| 0.1940 | 3.47 | |
| -0.3269 | -5.25 | |
| 0.2331 | 4.40 | |
| -0.1375 | -2.49 | |
| 0.1801 | 2.99 | |
| -0.2133 | -4.09 | |
| 0.1377 | 1.89 |
Estimation Period:
Feb 26, 1992 to Feb 6, 2026
Feb 26, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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