Vallibel One Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.05% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9625 | 6.23 | |
| 0.1856 | 6.74 | |
| 0.6578 | 15.31 | |
| 0.0153 | 0.16 | |
| 0.0375 | 0.25 | |
| -0.0368 | -0.37 | |
| 0.0806 | 0.81 | |
| -0.3709 | -3.33 | |
| 0.4203 | 4.83 |
Estimation Period:
Jul 12, 2011 to Feb 6, 2026
Jul 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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