Interparfums Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.45% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8666 | 6.51 | |
| 0.1062 | 3.65 | |
| 0.6291 | 6.81 | |
| -0.1301 | -1.43 | |
| 0.3116 | 2.25 | |
| -0.3092 | -2.77 | |
| 0.1500 | 1.30 | |
| 0.0560 | 0.36 |
Estimation Period:
Jan 23, 2014 to Feb 13, 2026
Jan 23, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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