Umicore SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.50% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4572 | 14,571,760.00 | |
| 0.0738 | 738,450.00 | |
| 0.9245 | 9,245,180.00 | |
| -0.4317 | -4,316,500.00 | |
| 3.2640 | 32,640,040.00 | |
| -14.4083 | -144,083,100.00 | |
| -13.5017 | -135,016,800.00 | |
| 19.8636 | 198,635,900.00 | |
| 26.3810 | 263,809,900.00 | |
| 21.7273 | 217,272,800.00 | |
| 33.2964 | 332,964,300.00 | |
| -237.2850 | -2,372,850,000.00 |
Estimation Period:
Apr 21, 2004 to Feb 6, 2026
Apr 21, 2004 to Feb 6, 2026
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