Cosmax BTI Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.16% (+4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2247 | 4.85 | |
| 0.1155 | 7.83 | |
| 0.8129 | 34.47 | |
| -0.0097 | -0.27 | |
| 0.0138 | 0.27 | |
| 0.0005 | 0.02 | |
| -0.0405 | -1.89 | |
| 0.0687 | 4.73 |
Estimation Period:
Feb 7, 2002 to Feb 6, 2026
Feb 7, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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