Geotrans SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.96% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8596 | 3.25 | |
| 0.1955 | 1.80 | |
| 0.2203 | 1.17 | |
| 0.2795 | 0.28 | |
| -1.5074 | -1.09 | |
| 2.9348 | 3.24 | |
| -2.4962 | -2.38 | |
| 0.7547 | 0.83 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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