JDE Peet'S NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.52% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7771 | 6.94 | |
| 0.0648 | 1.44 | |
| 0.2881 | 0.78 | |
| -2.4576 | -2.50 | |
| 4.7844 | 3.27 | |
| -5.3574 | -4.34 | |
| 5.1728 | 3.85 | |
| -1.3442 | -1.07 | |
| -2.9485 | -1.85 | |
| 3.0620 | 1.92 |
Estimation Period:
Jun 8, 2020 to Feb 6, 2026
Jun 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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