Brand 24 SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.42% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9287 | 4.31 | |
| 0.1835 | 3.16 | |
| 0.0000 | 0.00 | |
| 5.0855 | 1.40 | |
| -12.5167 | -2.23 | |
| 13.0522 | 3.27 | |
| -7.8748 | -1.96 | |
| 3.4780 | 0.71 | |
| -7.1307 | -1.47 | |
| 15.7685 | 3.87 | |
| -13.8036 | -4.32 | |
| 2.8904 | 0.45 |
Estimation Period:
Jun 30, 2021 to Feb 6, 2026
Jun 30, 2021 to Feb 6, 2026
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