Bolsa de Valores de Panama General Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.37% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2357 | 3.32 | |
| 0.0930 | 5.16 | |
| 0.8421 | 33.51 | |
| -0.3184 | -2.52 | |
| 0.3658 | 1.87 | |
| -0.1673 | -1.48 | |
| 0.2598 | 3.33 | |
| -0.1387 | -1.65 | |
| -0.1188 | -1.25 | |
| 0.2248 | 2.18 | |
| -0.1601 | -1.30 | |
| 0.0913 | 0.66 | |
| 0.0634 | 0.41 |
Estimation Period:
Jan 1, 1992 to Jan 8, 2026
Jan 1, 1992 to Jan 8, 2026
News Impact Curve
Volatility Forecasts
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