Ellomay Capital Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:53.67% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0408 | 8.43 | |
| 0.1179 | 6.31 | |
| 0.7497 | 19.69 | |
| -0.4438 | -5.27 | |
| 0.7151 | 5.29 | |
| -0.3624 | -3.15 | |
| 0.0807 | 0.64 | |
| -0.0586 | -0.46 | |
| 0.0934 | 0.74 | |
| 0.1963 | 1.22 | |
| -0.4562 | -2.37 | |
| 0.3098 | 2.33 | |
| -0.0731 | -1.40 |
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Oct 9, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ellomay Capital Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on Equities