Capex Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.97% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0843 | 4.73 | |
| 0.1723 | 6.77 | |
| 0.6640 | 16.19 | |
| 0.2138 | 3.31 | |
| -0.3428 | -3.53 | |
| 0.1889 | 2.97 | |
| -0.0845 | -1.47 | |
| 0.0361 | 0.65 | |
| -0.0216 | -0.46 | |
| 0.0301 | 0.79 | |
| -0.0344 | -1.36 |
Estimation Period:
Feb 13, 1995 to Feb 6, 2026
Feb 13, 1995 to Feb 6, 2026
News Impact Curve
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