CORESTATE Capital Holding S.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.01% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1890 | 4.63 | |
| 0.2905 | 4.63 | |
| 0.3904 | 4.56 | |
| -1.7652 | -2.36 | |
| 2.2837 | 2.05 | |
| -0.0966 | -0.12 | |
| -2.1931 | -1.81 | |
| 4.1020 | 2.88 | |
| -4.1641 | -3.40 | |
| 2.0893 | 2.31 | |
| -0.0190 | -0.03 | |
| -0.1967 | -0.36 |
Estimation Period:
Oct 4, 2016 to Feb 13, 2026
Oct 4, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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