Pcc Rokita Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.99% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4317 | 3.86 | |
| 0.1998 | 3.76 | |
| 0.2668 | 1.51 | |
| 6.4018 | 1.70 | |
| -6.3300 | -1.13 | |
| -5.9728 | -1.30 | |
| 14.2107 | 2.63 | |
| -15.0719 | -2.72 | |
| 9.2572 | 1.73 | |
| -3.9652 | -0.76 | |
| 7.7253 | 1.63 | |
| -13.2512 | -2.45 | |
| 9.3578 | 1.76 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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