Valiant Holding AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.56% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5926 | 2.02 | |
| 0.1518 | 5.98 | |
| 0.8051 | 31.44 | |
| -0.2854 | -1.54 | |
| 0.4511 | 1.80 | |
| -0.2696 | -2.53 | |
| 0.3679 | 4.60 | |
| -0.4826 | -4.89 | |
| 0.2381 | 2.36 | |
| -0.0091 | -0.09 | |
| -0.0299 | -0.30 | |
| 0.0660 | 0.53 |
Estimation Period:
Jul 3, 1997 to Feb 6, 2026
Jul 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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