Deufol SE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.89% (-12.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3007 | 8.14 | |
| 0.1628 | 8.19 | |
| 0.6243 | 12.67 | |
| -0.1902 | -2.44 | |
| 0.1021 | 0.85 | |
| 0.3254 | 4.31 | |
| -0.3853 | -6.16 | |
| 0.2548 | 3.48 | |
| -0.2120 | -2.77 | |
| 0.1202 | 1.40 | |
| 0.0268 | 0.30 | |
| 0.0170 | 0.19 | |
| -0.2539 | -2.33 |
Estimation Period:
Oct 28, 1999 to Feb 13, 2026
Oct 28, 1999 to Feb 13, 2026
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