Eiffage Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.46% (+4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7878 | 5.84 | |
| 0.1335 | 5.72 | |
| 0.7435 | 19.05 | |
| -0.1481 | -0.84 | |
| 0.1885 | 0.67 | |
| -0.1935 | -0.95 | |
| 0.2765 | 1.78 | |
| -0.2806 | -2.20 | |
| 0.5134 | 3.46 | |
| -0.7712 | -4.13 | |
| 0.7314 | 3.66 | |
| -0.4196 | -1.69 |
Estimation Period:
May 2, 2006 to Feb 6, 2026
May 2, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities