Comp SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.10% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0348 | 6.60 | |
| 0.1347 | 5.88 | |
| 0.6244 | 9.00 | |
| 0.4060 | 3.17 | |
| -0.8153 | -4.34 | |
| 0.7776 | 6.97 | |
| -0.6320 | -6.49 | |
| 0.4361 | 3.88 | |
| -0.2814 | -2.08 | |
| 0.1153 | 0.79 | |
| -0.0151 | -0.12 | |
| 0.1203 | 0.94 | |
| -0.1845 | -1.87 |
Estimation Period:
Jan 20, 2005 to Feb 6, 2026
Jan 20, 2005 to Feb 6, 2026
News Impact Curve
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