Rexel SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.46% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1576 | 8.66 | |
| 0.0798 | 5.54 | |
| 0.8813 | 44.54 | |
| -0.0045 | -0.39 | |
| 0.0280 | 1.46 | |
| -0.0671 | -3.25 |
Estimation Period:
Apr 4, 2007 to Feb 6, 2026
Apr 4, 2007 to Feb 6, 2026
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