Clariane SE Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.47% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6227 | 5.44 | |
| 0.1427 | 7.07 | |
| 0.7102 | 16.98 | |
| -0.1369 | -2.35 | |
| 0.2740 | 3.19 | |
| -0.2079 | -3.49 | |
| 0.0646 | 1.08 | |
| 0.1401 | 2.11 | |
| -0.4105 | -4.48 |
Estimation Period:
Nov 23, 2006 to Feb 6, 2026
Nov 23, 2006 to Feb 6, 2026
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