Edmond DE Rothschild Real ES Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.72% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5812 | 6.28 | |
| 0.1074 | 6.06 | |
| 0.8018 | 23.03 | |
| 0.0097 | 0.99 | |
| -0.0372 | -2.24 |
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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