Interroll Holding Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.39% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8086 | 5.35 | |
| 0.0895 | 6.70 | |
| 0.8529 | 30.23 | |
| -0.2681 | -3.93 | |
| 0.4825 | 4.61 | |
| -0.3477 | -5.27 | |
| 0.1580 | 2.91 | |
| 0.0182 | 0.29 | |
| -0.0440 | -0.71 | |
| -0.0600 | -1.16 | |
| 0.1529 | 1.37 |
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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