Altri Sgps Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.35% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0287 | 5.09 | |
| 0.2273 | 6.81 | |
| 0.5923 | 10.68 | |
| -0.0211 | -0.25 | |
| -0.0208 | -0.17 | |
| 0.1077 | 1.79 | |
| -0.1328 | -2.06 | |
| 0.1617 | 2.10 | |
| -0.2252 | -2.77 | |
| 0.2037 | 3.46 |
Estimation Period:
Mar 1, 2005 to Feb 13, 2026
Mar 1, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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