Solvac SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.87% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1265 | 6.97 | |
| 0.1645 | 9.56 | |
| 0.7138 | 26.45 | |
| 0.0668 | 4.42 | |
| -0.1139 | -5.38 | |
| 0.0770 | 6.42 | |
| -0.0523 | -4.57 | |
| 0.0469 | 3.65 | |
| -0.0539 | -2.68 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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