Alcomet AD Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:175.25% (-7.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5048 | 2.94 | |
| 0.0507 | 3.92 | |
| 0.8696 | 25.50 | |
| -0.9035 | -3.15 | |
| 1.1323 | 3.00 | |
| -0.3362 | -1.59 | |
| 0.3888 | 1.73 | |
| -0.6263 | -2.59 | |
| 0.6766 | 2.83 | |
| -0.5977 | -3.25 | |
| 0.4484 | 2.15 | |
| -0.5190 | -1.61 | |
| 1.4796 | 1.66 |
Estimation Period:
Oct 31, 2006 to Jan 30, 2026
Oct 31, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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