Alfa Financial SOF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.70% (-6.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5028 | 3.48 | |
| 0.1790 | 4.17 | |
| 0.3530 | 2.94 | |
| 0.7080 | 0.48 | |
| -2.8311 | -1.39 | |
| 3.9357 | 2.57 | |
| -3.5909 | -2.82 | |
| 3.3827 | 3.54 | |
| -2.8650 | -3.34 | |
| 2.4499 | 3.03 | |
| -2.5350 | -2.08 | |
| 2.5031 | 1.48 | |
| -1.5544 | -1.38 |
Estimation Period:
Jun 1, 2017 to Feb 13, 2026
Jun 1, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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