Icape Holding SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.67% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1796 | 1.10 | |
| 0.5304 | 2.95 | |
| 0.0181 | 0.53 | |
| -16.4875 | -0.86 | |
| 19.6459 | 0.78 | |
| -8.2925 | -0.84 | |
| 18.2924 | 2.37 | |
| -30.8533 | -3.96 | |
| 31.7565 | 4.91 | |
| -28.3141 | -3.86 | |
| 26.9850 | 3.61 | |
| -17.2188 | -3.55 |
Estimation Period:
Jul 11, 2022 to Feb 6, 2026
Jul 11, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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