Vrfabric SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.29% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2569 | 2.66 | |
| 0.2094 | 3.31 | |
| 0.1943 | 0.90 | |
| 26.8555 | 1.29 | |
| -3.0168 | -0.10 | |
| -62.2440 | -3.29 | |
| 74.9944 | 4.71 | |
| -67.6610 | -3.93 | |
| 57.1596 | 2.65 | |
| -38.6495 | -1.85 | |
| 2.2534 | 0.10 | |
| 29.5118 | 1.30 | |
| -30.9312 | -1.04 |
Estimation Period:
Jun 29, 2023 to Feb 6, 2026
Jun 29, 2023 to Feb 6, 2026
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