NetGem SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.40% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6116 | 4.54 | |
| 0.1506 | 6.10 | |
| 0.7046 | 15.44 | |
| -0.0943 | -0.67 | |
| 0.0618 | 0.27 | |
| 0.1804 | 1.16 | |
| -0.3170 | -2.24 | |
| 0.3275 | 1.61 | |
| -0.3516 | -1.35 | |
| 0.5228 | 2.33 | |
| -0.6208 | -4.48 | |
| 0.3578 | 3.10 | |
| -0.0382 | -0.45 |
Estimation Period:
Apr 6, 2000 to Feb 6, 2026
Apr 6, 2000 to Feb 6, 2026
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