Safran SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.60% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0634 | 3.59 | |
| 0.0973 | 9.26 | |
| 0.8525 | 56.98 | |
| -0.0537 | -1.15 | |
| 0.2099 | 3.36 | |
| -0.3255 | -8.38 | |
| 0.2881 | 8.21 | |
| -0.2009 | -6.05 | |
| 0.0960 | 2.78 | |
| 0.0295 | 0.68 | |
| -0.0841 | -1.89 | |
| 0.0566 | 1.98 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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