Forbo Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.35% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2670 | 5.94 | |
| 0.1176 | 7.19 | |
| 0.8250 | 43.29 | |
| 0.0208 | 0.73 | |
| 0.0098 | 0.23 | |
| -0.0815 | -2.76 | |
| 0.0951 | 3.60 | |
| -0.0763 | -2.54 | |
| 0.0456 | 1.28 | |
| 0.0038 | 0.10 | |
| -0.0342 | -1.15 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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