Viscofan SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.79% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9319 | 7.08 | |
| 0.0795 | 7.05 | |
| 0.8270 | 30.18 | |
| -0.0610 | -1.80 | |
| 0.0994 | 1.94 | |
| -0.1074 | -3.45 | |
| 0.1460 | 5.77 | |
| -0.1257 | -4.52 | |
| 0.0601 | 1.83 | |
| 0.0213 | 0.48 | |
| -0.0986 | -1.45 | |
| 0.1760 | 1.51 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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