SMT Scharf AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:55.12% (+37.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9279 | 3.56 | |
| 0.1572 | 5.46 | |
| 0.6632 | 10.79 | |
| -0.6462 | -2.25 | |
| 1.1315 | 2.95 | |
| -0.8173 | -4.05 | |
| 0.6074 | 2.41 | |
| -0.5279 | -1.73 | |
| 0.4795 | 1.83 | |
| -0.3210 | -1.69 | |
| 0.0580 | 0.31 | |
| 0.0741 | 0.38 | |
| -0.3464 | -1.06 |
Estimation Period:
Apr 10, 2007 to Feb 13, 2026
Apr 10, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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