Archicom Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.42% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8853 | 7.56 | |
| 0.1584 | 5.36 | |
| 0.5588 | 7.57 | |
| 0.3218 | 1.61 | |
| -0.2433 | -0.70 | |
| -0.4244 | -1.33 | |
| 0.7188 | 2.67 | |
| -0.6791 | -3.11 | |
| 0.4233 | 2.84 |
Estimation Period:
May 9, 2016 to Feb 13, 2026
May 9, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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