Van De Velde Sa GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.50% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1369 | 24.99 | |
| 0.1286 | 34.53 | |
| 0.8305 | 208.68 |
Estimation Period:
Sep 30, 1997 to Feb 6, 2026
Sep 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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