Viel & CIE SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.65% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6096 | 3.24 | |
| 0.1617 | 3.76 | |
| 0.5717 | 5.40 | |
| -1.7791 | -2.60 | |
| 2.8387 | 2.86 | |
| -1.6919 | -3.52 | |
| 0.9781 | 3.04 | |
| -0.4211 | -1.33 | |
| 0.0322 | 0.13 |
Estimation Period:
Oct 23, 2017 to Feb 6, 2026
Oct 23, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Viel & CIE SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities