Touax SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.64% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3078 | 4.79 | |
| 0.2454 | 3.34 | |
| 0.0259 | 0.26 | |
| 7.6540 | 3.64 | |
| -11.5655 | -3.63 | |
| 3.9868 | 1.70 | |
| 4.8490 | 1.95 | |
| -11.1943 | -3.56 | |
| 10.0698 | 3.06 | |
| -5.6691 | -2.20 | |
| 2.4920 | 1.58 |
Estimation Period:
Mar 8, 2021 to Feb 6, 2026
Mar 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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