Decora SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.56% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5918 | 8.41 | |
| 0.2026 | 5.88 | |
| 0.5027 | 8.79 | |
| -0.1385 | -1.64 | |
| -0.0044 | -0.03 | |
| 0.2892 | 2.87 | |
| -0.2233 | -2.17 | |
| 0.0399 | 0.29 | |
| 0.1714 | 1.06 | |
| -0.2918 | -2.07 | |
| 0.2819 | 2.41 | |
| -0.1651 | -2.15 |
Estimation Period:
Jun 21, 2005 to Feb 6, 2026
Jun 21, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities