We.Connect SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.99% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8048 | 2.13 | |
| 0.1146 | 12.98 | |
| 0.8848 | 122.57 | |
| -3.2985 | -1.39 | |
| 7.3249 | 1.90 | |
| -8.3832 | -2.83 | |
| 8.3953 | 4.84 | |
| -6.4876 | -3.65 | |
| 3.1916 | 1.89 | |
| -0.9945 | -0.88 | |
| 0.3411 | 0.56 | |
| -0.0805 | -0.28 |
Estimation Period:
Aug 9, 2005 to Feb 13, 2026
Aug 9, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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