Geotrans SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:102.41% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9315 | 3.30 | |
| 0.1978 | 1.89 | |
| 0.2551 | 1.42 | |
| 1.3376 | 0.92 | |
| -3.1019 | -1.48 | |
| 2.5654 | 1.73 | |
| 0.6978 | 0.50 | |
| -4.1073 | -3.00 | |
| 7.0902 | 3.48 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities