Revo Insurance SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.55% (+3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5072 | 3.45 | |
| 0.1875 | 3.92 | |
| 0.3349 | 2.35 | |
| 20.9784 | 4.87 | |
| -31.9193 | -5.32 | |
| 12.9507 | 3.59 | |
| -5.9126 | -1.86 | |
| 10.3080 | 2.83 | |
| -13.5540 | -3.14 | |
| 14.2294 | 3.38 | |
| -9.5654 | -2.32 | |
| 2.4105 | 0.59 | |
| -0.4762 | -0.16 |
Estimation Period:
May 26, 2021 to Feb 6, 2026
May 26, 2021 to Feb 6, 2026
News Impact Curve
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