FABRITY SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.77% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7536 | 3.71 | |
| 0.1343 | 5.80 | |
| 0.4399 | 5.05 | |
| -0.5764 | -2.31 | |
| 0.9502 | 2.71 | |
| -0.6710 | -2.99 | |
| 0.4721 | 2.46 | |
| -0.3954 | -2.27 | |
| 0.5616 | 3.18 | |
| -0.4752 | -2.43 | |
| -0.0604 | -0.34 | |
| 0.3541 | 2.48 | |
| -0.1644 | -1.54 |
Estimation Period:
Jun 6, 2008 to Feb 6, 2026
Jun 6, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other FABRITY SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities