Cie Financiere Richemont SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.05% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0074 | 7.51 | |
| 0.1006 | 8.47 | |
| 0.8595 | 59.32 | |
| 0.0077 | 0.55 | |
| -0.0269 | -1.25 | |
| 0.0455 | 2.99 | |
| -0.0524 | -3.77 | |
| 0.0537 | 3.55 | |
| -0.0418 | -3.32 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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