Archicom Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.08% (-3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8621 | 6.50 | |
| 0.1584 | 5.14 | |
| 0.5681 | 7.43 | |
| 0.2552 | 2.24 | |
| -0.4458 | -2.75 | |
| 0.3516 | 3.71 | |
| -0.4692 | -3.89 |
Estimation Period:
May 9, 2016 to Feb 13, 2026
May 9, 2016 to Feb 13, 2026
News Impact Curve
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