Umicore SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.67% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0508 | 5.39 | |
| 0.0586 | 8.43 | |
| 0.9007 | 72.65 | |
| -0.0920 | -1.91 | |
| 0.2363 | 3.37 | |
| -0.2719 | -5.76 | |
| 0.2109 | 4.47 | |
| -0.0803 | -1.78 | |
| -0.0982 | -2.42 | |
| 0.1770 | 4.10 | |
| -0.0621 | -1.46 | |
| -0.0958 | -1.71 | |
| 0.2080 | 1.97 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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