NRJ Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.69% (+17.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0316 | 7.07 | |
| 0.1389 | 7.08 | |
| 0.6687 | 14.08 | |
| -0.1411 | -3.48 | |
| 0.3398 | 5.73 | |
| -0.3422 | -7.26 | |
| 0.1996 | 3.59 | |
| -0.0655 | -1.05 | |
| 0.0421 | 0.69 | |
| -0.0599 | -1.07 | |
| 0.0342 | 0.71 |
Estimation Period:
Jun 15, 2000 to Feb 6, 2026
Jun 15, 2000 to Feb 6, 2026
News Impact Curve
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