Wendel SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.35% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2669 | 7.80 | |
| 0.1013 | 9.84 | |
| 0.8500 | 58.60 | |
| 0.0167 | 0.72 | |
| 0.0267 | 0.70 | |
| -0.1256 | -4.12 | |
| 0.1839 | 6.68 | |
| -0.2096 | -8.28 | |
| 0.1828 | 6.57 | |
| -0.1075 | -2.89 | |
| 0.0962 | 1.34 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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