Delta Holding SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.29% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1359 | 7.04 | |
| 0.1763 | 9.08 | |
| 0.6534 | 16.45 | |
| 0.0927 | 3.05 | |
| -0.1538 | -3.50 | |
| 0.0967 | 3.26 | |
| -0.0472 | -2.20 |
Estimation Period:
May 15, 2008 to Feb 6, 2026
May 15, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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