IT Link SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.07% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8216 | 7.37 | |
| 0.2502 | 7.18 | |
| 0.4768 | 7.48 | |
| -0.0129 | -1.24 | |
| 0.0331 | 2.17 | |
| -0.0309 | -3.41 | |
| 0.0171 | 2.66 |
Estimation Period:
May 7, 1999 to Feb 6, 2026
May 7, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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