IT Link SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.73% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8350 | 7.49 | |
| 0.2510 | 6.99 | |
| 0.4687 | 7.13 | |
| -0.0113 | -1.09 | |
| 0.0293 | 1.93 | |
| -0.0239 | -2.24 | |
| -0.0012 | -0.07 |
Estimation Period:
May 7, 1999 to Feb 6, 2026
May 7, 1999 to Feb 6, 2026
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