2Crsi S.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:95.54% (-3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4915 | 4.49 | |
| 0.0543 | 2.70 | |
| 0.8523 | 14.88 | |
| 2.6844 | 1.09 | |
| -4.6741 | -1.06 | |
| 1.6938 | 0.53 | |
| 1.1857 | 0.64 | |
| -1.5915 | -0.99 | |
| 2.8272 | 1.54 | |
| -5.4133 | -2.61 | |
| 5.9960 | 3.38 | |
| -3.7969 | -3.96 |
Estimation Period:
Jun 26, 2018 to Jan 30, 2026
Jun 26, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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