Colonial SFL Socimi SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.13% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9420 | 6.08 | |
| 0.1681 | 8.90 | |
| 0.7504 | 27.25 | |
| 0.0269 | 1.16 | |
| -0.0585 | -1.58 | |
| 0.0714 | 2.48 | |
| -0.1191 | -4.64 | |
| 0.1700 | 8.10 | |
| -0.1803 | -6.66 |
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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