Helvetia Baloise Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.85% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1396 | 5.55 | |
| 0.1274 | 10.06 | |
| 0.8334 | 57.00 | |
| 0.3110 | 5.33 | |
| -0.4884 | -5.58 | |
| 0.2355 | 4.56 | |
| -0.0540 | -1.22 | |
| -0.0476 | -1.01 | |
| 0.0531 | 1.14 | |
| 0.0378 | 0.75 | |
| -0.0761 | -1.37 | |
| 0.0306 | 0.74 |
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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