Deezer S A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.19% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7275 | 3.60 | |
| 0.4069 | 2.94 | |
| 0.2669 | 2.45 | |
| 33.2193 | 5.24 | |
| -48.9923 | -4.34 | |
| 20.0375 | 2.27 | |
| -8.5012 | -1.32 | |
| 14.2243 | 2.06 | |
| -21.1529 | -3.33 | |
| 18.3994 | 3.87 | |
| -9.1827 | -2.78 |
Estimation Period:
Jul 5, 2022 to Feb 6, 2026
Jul 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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