Societe Marseillaise du Tunnel Prado-Carenage SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.98% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7945 | 4.92 | |
| 0.1655 | 6.09 | |
| 0.6602 | 13.88 | |
| 0.2116 | 2.28 | |
| -0.4084 | -2.76 | |
| 0.2478 | 2.24 | |
| 0.0135 | 0.14 | |
| -0.0760 | -0.78 | |
| -0.0607 | -0.64 | |
| 0.0359 | 0.31 | |
| 0.1210 | 0.67 |
Estimation Period:
Jul 9, 2004 to Feb 13, 2026
Jul 9, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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