Asseco South Eastern Europe Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.04% (-6.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7119 | 5.31 | |
| 0.1987 | 3.30 | |
| 0.2237 | 1.37 | |
| 0.7329 | 0.78 | |
| -2.8012 | -2.01 | |
| 3.2566 | 3.26 | |
| -1.8659 | -1.98 | |
| 2.9709 | 2.73 | |
| -6.2830 | -2.63 |
Estimation Period:
Mar 30, 2021 to Feb 6, 2026
Mar 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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