Vaudoise Assurances Hldg Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.27% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5233 | 3.65 | |
| 0.1064 | 2.63 | |
| 0.0000 | 0.00 | |
| -10.0895 | -1.91 | |
| 13.2635 | 1.79 | |
| -4.9067 | -1.45 | |
| 3.6233 | 1.49 | |
| -3.2662 | -1.42 | |
| 2.9629 | 1.38 | |
| -3.6570 | -1.66 | |
| 6.7819 | 2.28 | |
| -12.0042 | -2.79 | |
| 14.7142 | 3.24 |
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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