Lepermislibre Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:134.72% (-14.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4587 | 3.66 | |
| 0.1286 | 2.42 | |
| 0.5055 | 2.16 | |
| 34.4734 | 5.63 | |
| -43.0107 | -3.84 | |
| 7.8366 | 0.59 | |
| 3.1242 | 0.19 | |
| 7.6592 | 0.46 | |
| -30.7468 | -1.67 | |
| 41.0138 | 2.45 | |
| -34.9813 | -2.82 | |
| 18.7760 | 1.94 |
Estimation Period:
Feb 13, 2023 to Feb 6, 2026
Feb 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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