Cie d'Entreprises CFE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.21% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7554 | 6.37 | |
| 0.1786 | 9.84 | |
| 0.7109 | 26.44 | |
| -0.0161 | -0.30 | |
| 0.0689 | 0.87 | |
| -0.1461 | -2.44 | |
| 0.1754 | 3.26 | |
| -0.1150 | -2.31 | |
| 0.0190 | 0.36 | |
| 0.0094 | 0.15 | |
| 0.0654 | 0.95 | |
| -0.1390 | -2.13 | |
| 0.1115 | 2.75 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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