Emmi AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.94% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9355 | 6.09 | |
| 0.1262 | 6.19 | |
| 0.6684 | 12.13 | |
| 0.2641 | 2.86 | |
| -0.4609 | -3.22 | |
| 0.2942 | 2.71 | |
| -0.1353 | -1.47 | |
| 0.0392 | 0.46 | |
| -0.0111 | -0.12 | |
| 0.0291 | 0.32 | |
| -0.0223 | -0.33 |
Estimation Period:
Dec 3, 2004 to Feb 6, 2026
Dec 3, 2004 to Feb 6, 2026
News Impact Curve
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