FABRITY SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.12% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7403 | 3.65 | |
| 0.1354 | 5.86 | |
| 0.4319 | 4.92 | |
| -0.6086 | -2.42 | |
| 1.0032 | 2.84 | |
| -0.7098 | -3.17 | |
| 0.5052 | 2.65 | |
| -0.4216 | -2.43 | |
| 0.5772 | 3.27 | |
| -0.4748 | -2.43 | |
| -0.0851 | -0.48 | |
| 0.4202 | 2.43 | |
| -0.3390 | -1.04 |
Estimation Period:
Jun 6, 2008 to Feb 6, 2026
Jun 6, 2008 to Feb 6, 2026
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