Colonial SFL Socimi SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.24% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9704 | 5.12 | |
| 0.1697 | 8.79 | |
| 0.7351 | 25.61 | |
| 0.0464 | 0.56 | |
| -0.0236 | -0.19 | |
| -0.1123 | -1.20 | |
| 0.1850 | 2.19 | |
| -0.1325 | -1.98 | |
| 0.0089 | 0.16 | |
| -0.0502 | -0.93 | |
| 0.2583 | 3.96 | |
| -0.2945 | -4.66 | |
| 0.1491 | 3.31 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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