2Crsi S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:85.37% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4790 | 4.59 | |
| 0.0609 | 2.74 | |
| 0.8268 | 12.73 | |
| 2.5398 | 1.07 | |
| -4.4586 | -1.05 | |
| 1.5584 | 0.51 | |
| 1.3147 | 0.73 | |
| -1.7436 | -1.13 | |
| 3.0954 | 1.76 | |
| -5.9848 | -3.00 | |
| 7.2627 | 3.87 | |
| -7.0139 | -3.35 |
Estimation Period:
Jun 26, 2018 to Jan 30, 2026
Jun 26, 2018 to Jan 30, 2026
News Impact Curve
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