Safran SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.48% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0262 | 3.46 | |
| 0.0967 | 9.20 | |
| 0.8527 | 56.75 | |
| -0.0611 | -1.27 | |
| 0.2190 | 3.45 | |
| -0.3274 | -8.44 | |
| 0.2883 | 8.23 | |
| -0.2005 | -6.05 | |
| 0.0952 | 2.77 | |
| 0.0299 | 0.70 | |
| -0.0834 | -1.90 | |
| 0.0554 | 1.95 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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