Brand 24 SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.58% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9203 | 4.29 | |
| 0.1830 | 3.10 | |
| 0.0000 | 0.00 | |
| 4.8880 | 1.34 | |
| -12.1980 | -2.17 | |
| 12.8384 | 3.21 | |
| -7.7174 | -1.92 | |
| 3.3786 | 0.69 | |
| -7.1000 | -1.44 | |
| 15.8492 | 3.48 | |
| -14.0844 | -3.15 | |
| 3.6020 | 1.23 |
Estimation Period:
Jun 30, 2021 to Feb 6, 2026
Jun 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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