Puma SE Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.74% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2836 | 6.26 | |
| 0.1384 | 9.66 | |
| 0.7243 | 25.38 | |
| 0.0041 | 0.09 | |
| 0.0335 | 0.47 | |
| -0.0614 | -1.36 | |
| -0.0324 | -0.73 | |
| 0.1685 | 3.70 | |
| -0.2326 | -6.03 | |
| 0.2286 | 6.60 | |
| -0.1582 | -4.44 | |
| 0.0746 | 1.76 | |
| 0.0392 | 0.56 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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