Vrfabric SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.38% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2501 | 2.67 | |
| 0.2065 | 3.24 | |
| 0.1875 | 0.85 | |
| 27.0792 | 1.31 | |
| -3.7336 | -0.12 | |
| -60.9530 | -3.23 | |
| 73.3248 | 4.63 | |
| -66.1941 | -3.87 | |
| 56.3743 | 2.64 | |
| -38.7050 | -1.88 | |
| 3.5134 | 0.17 | |
| 25.9460 | 1.43 | |
| -21.9362 | -2.14 |
Estimation Period:
Jun 29, 2023 to Feb 6, 2026
Jun 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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