Alantra Partners SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.10% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8989 | 3.42 | |
| 0.1105 | 6.41 | |
| 0.8046 | 28.40 | |
| -0.2642 | -1.58 | |
| 0.3285 | 1.44 | |
| 0.1048 | 1.00 | |
| -0.3656 | -4.68 | |
| 0.3174 | 5.06 | |
| -0.2645 | -3.10 | |
| 0.2679 | 2.18 | |
| -0.1737 | -1.63 | |
| 0.0625 | 0.72 | |
| -0.0868 | -0.69 |
Estimation Period:
Dec 15, 1997 to Feb 6, 2026
Dec 15, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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