Vaudoise Assurances Hldg Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.82% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5326 | 3.63 | |
| 0.1102 | 2.74 | |
| 0.0167 | 0.09 | |
| -9.7982 | -1.82 | |
| 12.7941 | 1.69 | |
| -4.5871 | -1.34 | |
| 3.3611 | 1.37 | |
| -3.0145 | -1.31 | |
| 2.6333 | 1.22 | |
| -3.0790 | -1.39 | |
| 5.5900 | 1.90 | |
| -9.2313 | -2.27 | |
| 7.5829 | 2.37 |
Estimation Period:
Aug 14, 2014 to Feb 6, 2026
Aug 14, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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