Winfarm SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:86.78% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6988 | 3.14 | |
| 0.3193 | 3.03 | |
| 0.2213 | 1.24 | |
| 2.8385 | 0.94 | |
| -2.0318 | -0.37 | |
| -1.5100 | -0.34 | |
| 0.1325 | 0.03 | |
| 4.0307 | 0.91 | |
| -9.0947 | -2.23 | |
| 10.5111 | 2.82 | |
| -10.1206 | -2.27 | |
| 13.2218 | 1.78 |
Estimation Period:
Dec 15, 2020 to Feb 6, 2026
Dec 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities