Dekpol SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.27% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6823 | 3.57 | |
| 0.2445 | 5.86 | |
| 0.1064 | 1.21 | |
| 0.5360 | 0.87 | |
| -1.1851 | -1.39 | |
| 0.8649 | 1.68 | |
| 0.1569 | 0.30 | |
| -1.2447 | -2.17 | |
| 1.5690 | 2.88 | |
| -0.9661 | -2.27 | |
| 0.4967 | 1.31 | |
| -0.3709 | -1.32 |
Estimation Period:
Feb 6, 2015 to Feb 6, 2026
Feb 6, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities