CORESTATE Capital Holding S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.00% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1877 | 4.60 | |
| 0.2901 | 4.63 | |
| 0.3930 | 4.61 | |
| -1.7891 | -2.39 | |
| 2.3154 | 2.08 | |
| -0.1026 | -0.12 | |
| -2.2051 | -1.82 | |
| 4.1256 | 2.90 | |
| -4.1907 | -3.40 | |
| 2.1123 | 2.23 | |
| -0.0375 | -0.04 | |
| -0.1298 | -0.11 |
Estimation Period:
Oct 4, 2016 to Feb 6, 2026
Oct 4, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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