Select Stoxx Eurp Aero & DEF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.12% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1749 | 4.07 | |
| 0.1260 | 1.96 | |
| 0.4957 | 1.87 | |
| 69.7184 | 4.04 | |
| -113.1563 | -3.81 | |
| 55.0759 | 2.47 | |
| -7.2991 | -0.49 | |
| -6.6504 | -0.74 |
Estimation Period:
Oct 22, 2024 to Feb 6, 2026
Oct 22, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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