Valmore Holding Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.12% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7159 | 5.36 | |
| 0.1939 | 8.64 | |
| 0.6392 | 17.44 | |
| -0.0233 | -2.10 | |
| 0.0255 | 1.65 | |
| 0.0012 | 0.17 |
Estimation Period:
Jul 2, 2002 to Feb 5, 2026
Jul 2, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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