Maison Pommery & Associes SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.99% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3882 | 6.73 | |
| 0.1559 | 5.22 | |
| 0.6883 | 11.97 | |
| 0.0019 | 0.03 | |
| -0.1120 | -1.27 | |
| 0.2765 | 3.90 | |
| -0.2479 | -3.64 | |
| 0.0952 | 1.45 | |
| -0.0566 | -0.96 | |
| 0.1355 | 2.61 | |
| -0.1667 | -3.01 | |
| 0.0987 | 2.10 |
Estimation Period:
Apr 8, 1998 to Feb 13, 2026
Apr 8, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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