E-Pango Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:77.29% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3161 | 1.29 | |
| 0.2194 | 2.49 | |
| 0.5209 | 3.14 | |
| -2.8153 | -0.24 | |
| 17.5916 | 1.27 | |
| -32.3152 | -3.30 | |
| 22.8299 | 1.72 | |
| -6.7854 | -0.65 | |
| 7.9318 | 1.18 | |
| -10.9242 | -1.86 | |
| -0.2840 | -0.03 | |
| 10.8532 | 1.21 | |
| -9.7129 | -1.06 |
Estimation Period:
Jul 12, 2021 to Feb 6, 2026
Jul 12, 2021 to Feb 6, 2026
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