Dabaco Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.37% (+6.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2479 | 8.86 | |
| 0.1237 | 5.84 | |
| 0.6673 | 10.79 | |
| -0.0677 | -0.80 | |
| 0.1061 | 0.73 | |
| -0.0142 | -0.11 | |
| -0.0340 | -0.34 | |
| 0.1006 | 1.05 | |
| -0.2814 | -2.14 | |
| 0.2908 | 2.64 |
Estimation Period:
Apr 16, 2009 to Feb 6, 2026
Apr 16, 2009 to Feb 6, 2026
News Impact Curve
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