Fastned BV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.34% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0646 | 2.87 | |
| 0.1445 | 4.58 | |
| 0.6883 | 9.41 | |
| 5.0615 | 2.03 | |
| -3.8167 | -1.09 | |
| -7.3782 | -2.98 | |
| 11.6667 | 4.16 | |
| -8.8678 | -3.82 | |
| 4.6779 | 2.42 | |
| -1.5446 | -0.93 | |
| 1.2808 | 0.72 | |
| -3.0754 | -1.95 | |
| 3.0816 | 3.23 |
Estimation Period:
Jun 21, 2019 to Feb 6, 2026
Jun 21, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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