Capex Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.86% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0913 | 4.80 | |
| 0.1743 | 6.62 | |
| 0.6571 | 15.64 | |
| 0.2187 | 3.43 | |
| -0.3520 | -3.68 | |
| 0.1978 | 3.15 | |
| -0.0948 | -1.67 | |
| 0.0496 | 0.91 | |
| -0.0447 | -0.95 | |
| 0.0799 | 1.84 | |
| -0.1655 | -2.59 |
Estimation Period:
Feb 13, 1995 to Feb 6, 2026
Feb 13, 1995 to Feb 6, 2026
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