Select Stoxx Eurp Aero & DEF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.08% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1846 | 4.17 | |
| 0.1106 | 1.76 | |
| 0.5004 | 1.70 | |
| 70.1803 | 4.16 | |
| -114.3669 | -3.94 | |
| 58.0485 | 2.62 | |
| -14.6605 | -0.87 | |
| 11.1125 | 0.54 |
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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