Solvac SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.49% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1098 | 6.78 | |
| 0.1633 | 9.54 | |
| 0.7188 | 26.88 | |
| 0.0637 | 4.16 | |
| -0.1088 | -5.08 | |
| 0.0725 | 6.03 | |
| -0.0457 | -4.12 | |
| 0.0345 | 3.25 | |
| -0.0239 | -3.29 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities