Helvetia Baloise Holding AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.08% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0265 | 5.05 | |
| 0.1263 | 10.04 | |
| 0.8378 | 59.00 | |
| 0.2365 | 5.08 | |
| -0.4078 | -5.65 | |
| 0.2695 | 5.40 | |
| -0.1453 | -3.73 | |
| 0.0315 | 0.90 | |
| 0.0560 | 1.55 | |
| -0.0379 | -0.96 | |
| -0.0512 | -0.96 |
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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