Fairfax Financial Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.75% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2858 | 6.52 | |
| 0.1404 | 7.74 | |
| 0.7496 | 26.50 | |
| 0.0116 | 0.26 | |
| 0.0589 | 0.76 | |
| -0.1722 | -2.74 | |
| 0.1698 | 3.35 | |
| -0.1395 | -3.23 | |
| 0.1438 | 3.87 | |
| -0.1146 | -3.50 | |
| 0.0918 | 2.35 | |
| -0.1349 | -1.94 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fairfax Financial Holdings Ltd Analyses
Other Spline-GARCH Analyses on International Equities