SMT Scharf AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.18% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9382 | 3.67 | |
| 0.1535 | 5.25 | |
| 0.6575 | 10.21 | |
| -0.6150 | -2.18 | |
| 1.0781 | 2.87 | |
| -0.7778 | -3.94 | |
| 0.5788 | 2.35 | |
| -0.5077 | -1.70 | |
| 0.4682 | 1.82 | |
| -0.3349 | -1.78 | |
| 0.1267 | 0.67 | |
| -0.1025 | -0.55 | |
| 0.1566 | 1.24 |
Estimation Period:
Apr 10, 2007 to Feb 6, 2026
Apr 10, 2007 to Feb 6, 2026
News Impact Curve
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