We.Connect SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.12% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5040 | 0.04 | |
| 0.1301 | 0.00 | |
| 0.8699 | 0.02 | |
| -1.5103 | -0.00 | |
| 6.2552 | 0.00 | |
| -10.6766 | -0.04 | |
| 10.9102 | 0.01 | |
| -7.9964 | -0.01 | |
| 4.0185 | 0.00 | |
| -1.3989 | -0.00 | |
| 0.5920 | 0.00 | |
| -0.3893 | -0.00 |
Estimation Period:
Aug 9, 2005 to Feb 13, 2026
Aug 9, 2005 to Feb 13, 2026
News Impact Curve
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