Concejo AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.20% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0399 | 10.99 | |
| 0.2086 | 5.85 | |
| 0.3837 | 6.01 | |
| 0.1281 | 4.74 | |
| -0.2401 | -5.70 | |
| 0.1562 | 4.97 | |
| -0.0163 | -0.45 | |
| -0.0657 | -1.40 | |
| 0.0481 | 0.97 | |
| 0.0020 | 0.04 | |
| -0.0226 | -0.47 |
Estimation Period:
May 13, 1994 to Jan 30, 2026
May 13, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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