Evropi Holdings SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.94% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6427 | 5.27 | |
| 0.1541 | 7.36 | |
| 0.7229 | 20.51 | |
| -0.0261 | -0.15 | |
| 0.0009 | 0.00 | |
| 0.1195 | 0.76 | |
| -0.3887 | -2.53 | |
| 0.5885 | 3.61 | |
| -0.5171 | -2.85 | |
| 0.4464 | 2.18 | |
| -0.5976 | -3.46 | |
| 0.8830 | 5.57 | |
| -0.9173 | -3.30 |
Estimation Period:
Aug 19, 2004 to Feb 6, 2026
Aug 19, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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