Maison Pommery & Associes SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.01% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4651 | 7.15 | |
| 0.1555 | 5.44 | |
| 0.6851 | 11.94 | |
| 0.0255 | 0.46 | |
| -0.1478 | -1.70 | |
| 0.2989 | 4.26 | |
| -0.2667 | -3.95 | |
| 0.1128 | 1.73 | |
| -0.0771 | -1.31 | |
| 0.1650 | 3.04 | |
| -0.2195 | -3.17 | |
| 0.2243 | 2.14 |
Estimation Period:
Apr 8, 1998 to Feb 6, 2026
Apr 8, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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