Voltalia SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.03% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8099 | 4.31 | |
| 0.1751 | 5.77 | |
| 0.6560 | 12.97 | |
| -0.2259 | -1.98 | |
| 0.3774 | 2.27 | |
| -0.4047 | -3.00 | |
| 0.4085 | 2.90 | |
| -0.0742 | -0.55 | |
| -0.1689 | -1.40 | |
| 0.2108 | 1.77 | |
| -0.4576 | -2.07 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
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