HolidayCheck Group AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.32% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9270 | 2.33 | |
| 0.0660 | 5.28 | |
| 0.9283 | 47.76 | |
| -0.1721 | -1.97 | |
| 0.2344 | 2.03 | |
| -0.0951 | -1.03 | |
| 0.0950 | 0.85 | |
| -0.2288 | -1.77 | |
| 0.4799 | 2.67 |
Estimation Period:
Jul 12, 2000 to Feb 6, 2026
Jul 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other HolidayCheck Group AG Analyses
Other Spline-GARCH Analyses on International Equities