Credit Immobilier et Hotelier Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.98% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9754 | 3.06 | |
| 0.1584 | 8.66 | |
| 0.7232 | 21.36 | |
| -0.2123 | -1.65 | |
| 0.4098 | 2.15 | |
| -0.3124 | -2.98 | |
| 0.0599 | 0.79 | |
| 0.1842 | 2.80 | |
| -0.2079 | -3.46 | |
| 0.0999 | 1.84 | |
| -0.0331 | -0.62 | |
| 0.0417 | 0.69 | |
| -0.0918 | -0.85 |
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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