Linea Directa Aseguradora SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.33% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4484 | 5.49 | |
| 0.3022 | 4.40 | |
| 0.0019 | 0.03 | |
| 3.9590 | 3.74 | |
| -5.7214 | -3.83 | |
| 1.2739 | 1.12 | |
| 2.9877 | 2.06 | |
| -5.5453 | -3.12 | |
| 5.5441 | 1.81 |
Estimation Period:
May 20, 2021 to Jan 23, 2026
May 20, 2021 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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