HolidayCheck Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.51% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9240 | 2.12 | |
| 0.0670 | 4.93 | |
| 0.9245 | 40.88 | |
| -0.4458 | -1.82 | |
| 0.5054 | 1.45 | |
| 0.0361 | 0.15 | |
| -0.2196 | -0.92 | |
| 0.2126 | 0.78 | |
| -0.1050 | -0.36 | |
| 0.0965 | 0.34 | |
| -0.4494 | -1.35 | |
| 0.7986 | 2.36 | |
| -0.5676 | -2.31 |
Estimation Period:
Jul 12, 2000 to Feb 6, 2026
Jul 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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