Alantra Partners SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.74% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9152 | 3.47 | |
| 0.1079 | 6.17 | |
| 0.8090 | 28.08 | |
| -0.2546 | -1.51 | |
| 0.3190 | 1.40 | |
| 0.0979 | 0.94 | |
| -0.3482 | -4.45 | |
| 0.2961 | 4.68 | |
| -0.2429 | -2.82 | |
| 0.2444 | 1.98 | |
| -0.1428 | -1.36 | |
| 0.0079 | 0.10 | |
| 0.0480 | 0.92 |
Estimation Period:
Dec 15, 1997 to Feb 6, 2026
Dec 15, 1997 to Feb 6, 2026
News Impact Curve
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