Valmore Holding Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.79% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9736 | 4.50 | |
| 0.1951 | 8.77 | |
| 0.6335 | 16.82 | |
| 0.2163 | 2.48 | |
| -0.3239 | -2.44 | |
| 0.0749 | 0.58 | |
| 0.0783 | 0.58 | |
| -0.0764 | -0.76 | |
| 0.0815 | 1.05 | |
| -0.1446 | -1.36 | |
| 0.2601 | 1.61 | |
| -0.6006 | -2.24 |
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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