Passus S.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:238.97% (-56.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9670 | 1.13 | |
| 0.5202 | 3.38 | |
| 0.4770 | 4.37 | |
| -60.0349 | -0.33 | |
| -9.6712 | -0.03 | |
| 332.7757 | 1.68 | |
| -490.8697 | -6.72 | |
| 305.9356 | 11.03 | |
| -97.5156 | -5.28 | |
| 24.5434 | 2.05 | |
| -11.5156 | -1.03 | |
| 17.7613 | 2.11 | |
| -18.0967 | -3.09 |
Estimation Period:
May 18, 2021 to Feb 6, 2026
May 18, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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