Interroll Holding Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.35% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8132 | 5.35 | |
| 0.0899 | 6.73 | |
| 0.8524 | 30.37 | |
| -0.2612 | -3.80 | |
| 0.4699 | 4.45 | |
| -0.3372 | -5.09 | |
| 0.1493 | 2.74 | |
| 0.0273 | 0.43 | |
| -0.0598 | -0.94 | |
| -0.0234 | -0.50 | |
| 0.0520 | 1.39 |
Estimation Period:
Mar 11, 1998 to Feb 6, 2026
Mar 11, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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