Atrem Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.97% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4048 | 5.70 | |
| 0.1207 | 6.00 | |
| 0.6783 | 11.52 | |
| 0.8540 | 5.23 | |
| -1.2800 | -5.27 | |
| 0.5524 | 3.33 | |
| -0.1594 | -0.98 | |
| 0.2917 | 1.59 | |
| -0.5379 | -2.33 | |
| 0.3695 | 1.36 | |
| -0.1589 | -0.55 | |
| 0.1115 | 0.50 |
Estimation Period:
May 13, 2009 to Feb 13, 2026
May 13, 2009 to Feb 13, 2026
News Impact Curve
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