Chernomorski Hldg Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:90.69% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6028 | 4.49 | |
| 0.0832 | 2.23 | |
| 0.2790 | 1.05 | |
| 1.1784 | 3.08 | |
| -1.2455 | -2.00 | |
| -0.4927 | -1.07 | |
| 1.5295 | 5.04 | |
| -1.4462 | -3.63 | |
| 0.3876 | 0.80 | |
| 0.3179 | 0.79 | |
| -0.3087 | -0.91 | |
| 0.0254 | 0.10 |
Estimation Period:
Nov 20, 2006 to Jan 1, 2026
Nov 20, 2006 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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