Credit Immobilier et Hotelier Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.60% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9915 | 3.07 | |
| 0.1583 | 8.60 | |
| 0.7228 | 21.16 | |
| -0.1981 | -1.53 | |
| 0.3846 | 2.01 | |
| -0.2929 | -2.79 | |
| 0.0479 | 0.63 | |
| 0.1856 | 2.83 | |
| -0.1997 | -3.33 | |
| 0.0853 | 1.57 | |
| -0.0119 | -0.23 | |
| 0.0061 | 0.13 | |
| -0.0084 | -0.24 |
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Jul 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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