E-Pango Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:78.42% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2999 | 1.01 | |
| 0.2951 | 2.32 | |
| 0.4964 | 3.12 | |
| -6.6694 | -0.50 | |
| 23.8815 | 1.49 | |
| -36.3282 | -3.47 | |
| 25.0952 | 1.72 | |
| -7.7485 | -0.68 | |
| 8.3076 | 1.16 | |
| -11.2936 | -1.81 | |
| 0.7767 | 0.08 | |
| 8.1602 | 0.98 | |
| -4.3187 | -0.86 |
Estimation Period:
Jul 12, 2021 to Feb 6, 2026
Jul 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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