Witbe Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.98% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5576 | 3.16 | |
| 0.2079 | 4.30 | |
| 0.4186 | 4.48 | |
| -0.8184 | -0.44 | |
| 0.9177 | 0.33 | |
| -0.1079 | -0.07 | |
| 1.1735 | 1.31 | |
| -3.3003 | -4.40 | |
| 3.0203 | 3.96 | |
| -0.2178 | -0.31 | |
| -1.3885 | -1.34 | |
| 1.0024 | 0.80 | |
| -0.3792 | -0.49 |
Estimation Period:
Apr 18, 2016 to Feb 13, 2026
Apr 18, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities