Aroundtown S.A Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.55% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5023 | 3.52 | |
| 0.0925 | 2.60 | |
| 0.8042 | 16.67 | |
| -0.5959 | -0.62 | |
| 2.4859 | 1.64 | |
| -4.5884 | -2.97 | |
| 5.1377 | 3.39 | |
| -3.6395 | -3.26 | |
| 1.1162 | 1.13 | |
| -0.4287 | -0.47 | |
| 1.5280 | 1.22 |
Estimation Period:
May 8, 2018 to Feb 6, 2026
May 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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