Icape Holding SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:72.66% (+42.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1798 | 1.09 | |
| 0.5374 | 2.95 | |
| 0.0168 | 0.51 | |
| -16.8676 | -0.87 | |
| 20.3501 | 0.80 | |
| -8.8940 | -0.90 | |
| 18.8573 | 2.44 | |
| -31.5307 | -4.04 | |
| 32.7193 | 5.05 | |
| -29.8852 | -3.95 | |
| 29.9552 | 3.42 | |
| -24.0890 | -2.21 |
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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