Coface SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.53% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9813 | 4.82 | |
| 0.1462 | 3.54 | |
| 0.7141 | 9.32 | |
| -0.0140 | -1.74 |
Estimation Period:
Jun 26, 2014 to Feb 6, 2026
Jun 26, 2014 to Feb 6, 2026
News Impact Curve
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