Edmond DE Rothschild Real ES Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.54% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5316 | 9.57 | |
| 0.1032 | 6.12 | |
| 0.8143 | 25.80 | |
| -0.0056 | -6.59 |
Estimation Period:
Mar 21, 2011 to Feb 6, 2026
Mar 21, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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