Heineken NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.61% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1320 | 8.59 | |
| 0.0689 | 7.14 | |
| 0.8763 | 51.30 | |
| 0.0818 | 7.35 | |
| -0.1429 | -8.25 | |
| 0.0989 | 6.98 | |
| -0.0620 | -5.00 | |
| 0.0458 | 3.66 | |
| -0.0323 | -2.94 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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