R. Stahl AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.59% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8416 | 4.01 | |
| 0.1477 | 5.74 | |
| 0.7026 | 14.91 | |
| 0.1769 | 1.18 | |
| -0.3647 | -1.71 | |
| 0.3219 | 2.83 | |
| -0.2386 | -2.36 | |
| 0.1383 | 1.31 | |
| -0.1013 | -1.00 | |
| 0.1992 | 1.89 | |
| -0.1175 | -0.84 | |
| -0.1228 | -0.89 | |
| 0.1492 | 1.76 |
Estimation Period:
Nov 2, 1998 to Feb 6, 2026
Nov 2, 1998 to Feb 6, 2026
News Impact Curve
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