Alten SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:61.44% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8733 | 4.97 | |
| 0.1162 | 8.29 | |
| 0.7958 | 29.85 | |
| -0.2038 | -4.85 | |
| 0.3073 | 5.39 | |
| -0.1572 | -4.12 | |
| 0.0796 | 1.92 | |
| -0.0128 | -0.31 | |
| -0.0099 | -0.25 | |
| -0.0174 | -0.57 |
Estimation Period:
Feb 2, 1999 to Feb 13, 2026
Feb 2, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities