Remy Cointreau SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.99% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4614 | 6.15 | |
| 0.0983 | 6.71 | |
| 0.8053 | 27.86 | |
| 0.0831 | 3.94 | |
| -0.1604 | -5.29 | |
| 0.1443 | 7.53 | |
| -0.1021 | -5.39 | |
| 0.0419 | 1.88 | |
| 0.0154 | 0.62 | |
| -0.0320 | -0.88 |
Estimation Period:
Dec 25, 1991 to Feb 6, 2026
Dec 25, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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