Aryzta AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.70% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2151 | 7.76 | |
| 0.1065 | 4.82 | |
| 0.6440 | 9.49 | |
| 0.7425 | 6.07 | |
| -0.9953 | -5.39 | |
| 0.6564 | 4.33 | |
| -0.6421 | -3.06 | |
| 0.3787 | 1.33 | |
| -0.3963 | -1.44 | |
| 0.2766 | 1.34 | |
| -0.0195 | -0.11 | |
| 0.4066 | 1.39 |
Estimation Period:
Aug 22, 2008 to Feb 13, 2026
Aug 22, 2008 to Feb 13, 2026
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