Colbun Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.38% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4331 | 6.56 | |
| 0.1319 | 8.40 | |
| 0.7578 | 26.86 | |
| 0.0918 | 1.75 | |
| -0.1268 | -1.53 | |
| 0.0828 | 1.48 | |
| -0.0366 | -0.78 | |
| -0.0752 | -1.48 | |
| 0.1388 | 2.71 | |
| -0.1139 | -2.11 | |
| 0.1307 | 1.78 | |
| -0.2555 | -3.03 | |
| 0.2453 | 4.13 |
Estimation Period:
Jun 19, 1992 to Feb 6, 2026
Jun 19, 1992 to Feb 6, 2026
News Impact Curve
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