Optima Bank S A Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.31% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1682 | 3.28 | |
| 0.3259 | 2.25 | |
| 0.0607 | 0.67 | |
| -25.3337 | -3.79 | |
| 27.4923 | 2.83 | |
| 7.6004 | 1.36 | |
| -25.4446 | -4.75 | |
| 32.8541 | 3.51 |
Estimation Period:
Dec 22, 2023 to Feb 6, 2026
Dec 22, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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