Immobiliere Dassault SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.15% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6803 | 3.63 | |
| 0.2675 | 6.90 | |
| 0.5812 | 13.17 | |
| 0.0015 | 0.02 | |
| -0.0594 | -0.45 | |
| -0.0067 | -0.07 | |
| 0.3201 | 5.27 | |
| -0.4443 | -4.02 | |
| 0.2299 | 2.26 | |
| -0.0502 | -0.69 | |
| 0.0687 | 1.14 | |
| -0.1426 | -2.76 | |
| 0.1200 | 2.92 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Immobiliere Dassault SA Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate