Pcc Rokita Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.66% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4658 | 3.88 | |
| 0.2304 | 4.01 | |
| 0.2258 | 1.34 | |
| 6.5268 | 1.74 | |
| -6.4084 | -1.14 | |
| -6.1786 | -1.33 | |
| 14.5934 | 2.69 | |
| -15.6189 | -2.81 | |
| 10.1835 | 1.90 | |
| -5.9568 | -1.15 | |
| 12.1352 | 2.67 | |
| -23.4753 | -5.43 | |
| 34.9231 | 4.60 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pcc Rokita Sa Analyses
Other Spline-GARCH Analyses on International Equities