Piscines Desjoyaux Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.55% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8118 | 4.60 | |
| 0.2069 | 9.54 | |
| 0.5313 | 12.13 | |
| 0.0456 | 0.76 | |
| -0.0680 | -0.82 | |
| -0.0105 | -0.21 | |
| 0.1938 | 3.45 | |
| -0.3173 | -5.06 | |
| 0.2196 | 4.12 | |
| -0.1252 | -2.27 | |
| 0.1717 | 2.87 | |
| -0.2098 | -4.46 | |
| 0.1404 | 4.89 |
Estimation Period:
Feb 26, 1992 to Feb 6, 2026
Feb 26, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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