Brand 24 Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.26% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6739 | 6.00 | |
| 0.1102 | 3.62 | |
| 0.4823 | 3.65 | |
| 1.3858 | 1.61 | |
| -0.6927 | -0.53 | |
| -2.0394 | -2.26 | |
| 1.9316 | 1.70 | |
| -0.9849 | -0.74 | |
| 1.3156 | 1.14 | |
| -2.8718 | -3.36 | |
| 4.4918 | 7.10 | |
| -3.5914 | -8.01 |
Estimation Period:
Jan 30, 2018 to Jan 30, 2026
Jan 30, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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