Pierre & Vacances SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.69% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1865 | 7.68 | |
| 0.1348 | 6.73 | |
| 0.7672 | 21.96 | |
| -0.0373 | -0.48 | |
| 0.0966 | 0.67 | |
| -0.0543 | -0.25 | |
| -0.0653 | -0.24 | |
| 0.1688 | 0.83 | |
| -0.2577 | -1.93 | |
| 0.2790 | 2.40 | |
| -0.1329 | -1.28 | |
| -0.1076 | -1.07 | |
| 0.1741 | 2.33 |
Estimation Period:
Jun 11, 1999 to Feb 6, 2026
Jun 11, 1999 to Feb 6, 2026
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