Sys-Dat S P A Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:89.30% (+2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2755 | 3.65 | |
| 0.1709 | 2.25 | |
| 0.5593 | 2.79 | |
| 8.0290 | 1.74 | |
| -13.4678 | -1.80 | |
| 17.1969 | 2.69 |
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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