Voltalia SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.62% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8102 | 4.32 | |
| 0.1747 | 5.76 | |
| 0.6560 | 12.94 | |
| -0.2256 | -1.98 | |
| 0.3770 | 2.27 | |
| -0.4045 | -3.00 | |
| 0.4083 | 2.90 | |
| -0.0742 | -0.55 | |
| -0.1684 | -1.40 | |
| 0.2093 | 1.77 | |
| -0.4519 | -2.11 |
Estimation Period:
May 5, 2006 to Feb 13, 2026
May 5, 2006 to Feb 13, 2026
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