Comp SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.52% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0719 | 6.76 | |
| 0.1360 | 5.87 | |
| 0.6168 | 8.75 | |
| 0.4476 | 3.50 | |
| -0.8819 | -4.69 | |
| 0.8233 | 7.42 | |
| -0.6698 | -6.93 | |
| 0.4663 | 4.19 | |
| -0.3033 | -2.27 | |
| 0.1287 | 0.88 | |
| -0.0197 | -0.15 | |
| 0.1118 | 0.72 | |
| -0.1427 | -0.64 |
Estimation Period:
Jan 20, 2005 to Feb 6, 2026
Jan 20, 2005 to Feb 6, 2026
News Impact Curve
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