Cmo Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.12% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4853 | 3.43 | |
| 0.1704 | 5.03 | |
| 0.6713 | 13.01 | |
| 0.6066 | 2.90 | |
| -0.8205 | -2.70 | |
| 0.1977 | 0.94 | |
| 0.0798 | 0.39 | |
| -0.1905 | -1.03 | |
| 0.3705 | 1.95 | |
| -0.3269 | -1.51 | |
| 0.0049 | 0.03 | |
| 0.1025 | 0.90 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
News Impact Curve
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