Alisa Bank Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.89% (-7.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7518 | 3.92 | |
| 0.2363 | 5.70 | |
| 0.5885 | 9.98 | |
| 0.3841 | 1.00 | |
| -0.6206 | -1.13 | |
| 0.6313 | 1.66 | |
| -0.8868 | -1.88 | |
| 0.7201 | 1.63 | |
| -0.2786 | -1.12 |
Estimation Period:
Dec 2, 2015 to Feb 6, 2026
Dec 2, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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