Vivendi SE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.34% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8295 | 7.47 | |
| 0.0766 | 6.60 | |
| 0.8560 | 39.37 | |
| 0.0416 | 1.24 | |
| -0.0575 | -1.14 | |
| 0.0546 | 1.45 | |
| -0.1715 | -4.62 | |
| 0.2952 | 8.27 | |
| -0.2630 | -7.41 | |
| 0.1282 | 2.48 | |
| 0.0000 | 0.00 | |
| -0.0755 | -0.63 | |
| 0.1561 | 1.23 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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