Valbiotis SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.04% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5141 | 3.16 | |
| 0.2525 | 3.75 | |
| 0.4836 | 4.80 | |
| 0.0514 | 0.02 | |
| -1.1638 | -0.26 | |
| 3.2602 | 0.96 | |
| -5.7470 | -2.84 | |
| 6.7579 | 5.29 | |
| -4.1429 | -3.12 | |
| 1.2040 | 0.80 | |
| -0.2439 | -0.19 | |
| -0.5683 | -0.52 | |
| 0.8989 | 0.84 |
Estimation Period:
Jun 7, 2017 to Feb 13, 2026
Jun 7, 2017 to Feb 13, 2026
News Impact Curve
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