Covivio Hotels SACA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.59% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4026 | 4.04 | |
| 0.1595 | 7.87 | |
| 0.7542 | 25.08 | |
| 0.3277 | 3.42 | |
| -0.5841 | -4.19 | |
| 0.3848 | 4.53 | |
| -0.1875 | -1.78 | |
| 0.1682 | 1.38 | |
| -0.2016 | -1.92 | |
| 0.1618 | 2.06 | |
| -0.0991 | -1.36 | |
| 0.0308 | 0.47 |
Estimation Period:
Sep 19, 1990 to Feb 6, 2026
Sep 19, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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