Fastned BV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.96% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0667 | 2.95 | |
| 0.1460 | 4.55 | |
| 0.6795 | 9.07 | |
| 5.0687 | 2.07 | |
| -3.7958 | -1.10 | |
| -7.4626 | -3.04 | |
| 11.7858 | 4.26 | |
| -8.9576 | -3.91 | |
| 4.6473 | 2.44 | |
| -1.2683 | -0.77 | |
| 0.4845 | 0.27 | |
| -1.0592 | -0.57 | |
| -2.3028 | -0.70 |
Estimation Period:
Jun 21, 2019 to Feb 6, 2026
Jun 21, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts