Wendel SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.97% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2750 | 8.00 | |
| 0.1008 | 9.57 | |
| 0.8476 | 54.87 | |
| 0.0222 | 0.98 | |
| 0.0167 | 0.45 | |
| -0.1159 | -3.89 | |
| 0.1726 | 6.41 | |
| -0.1943 | -7.86 | |
| 0.1588 | 5.96 | |
| -0.0622 | -1.89 | |
| -0.0072 | -0.23 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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