Emmi AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.78% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9449 | 6.17 | |
| 0.1286 | 6.24 | |
| 0.6630 | 12.00 | |
| 0.2719 | 2.96 | |
| -0.4739 | -3.32 | |
| 0.3034 | 2.80 | |
| -0.1411 | -1.53 | |
| 0.0386 | 0.45 | |
| 0.0022 | 0.02 | |
| -0.0115 | -0.11 | |
| 0.0881 | 0.60 |
Estimation Period:
Dec 3, 2004 to Feb 6, 2026
Dec 3, 2004 to Feb 6, 2026
News Impact Curve
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