Bolsas Y Mercados Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.38% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7919 | 2.26 | |
| 0.2235 | 2.74 | |
| 0.5121 | 4.96 | |
| 0.0533 | 0.03 | |
| 0.2110 | 0.06 | |
| -0.8246 | -0.25 | |
| -0.4592 | -0.16 | |
| 3.2306 | 1.82 | |
| -4.0683 | -3.35 | |
| 4.2820 | 3.74 | |
| -4.8151 | -4.10 | |
| 3.2025 | 3.05 | |
| -0.8393 | -0.90 |
Estimation Period:
May 24, 2017 to Feb 6, 2026
May 24, 2017 to Feb 6, 2026
News Impact Curve
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