Sys-Dat S P A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:70.00% (-6.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2307 | 3.56 | |
| 0.1804 | 1.79 | |
| 0.1234 | 0.49 | |
| 26.7622 | 1.02 | |
| -52.7353 | -1.26 | |
| 71.5491 | 2.64 | |
| -87.4849 | -5.16 | |
| 51.1306 | 2.27 | |
| 14.1432 | 0.50 | |
| -40.8445 | -2.04 |
Estimation Period:
Jul 8, 2024 to Feb 6, 2026
Jul 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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