Dekpol SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.22% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6851 | 3.58 | |
| 0.2443 | 5.87 | |
| 0.1068 | 1.21 | |
| 0.5503 | 0.89 | |
| -1.2064 | -1.41 | |
| 0.8737 | 1.69 | |
| 0.1575 | 0.30 | |
| -1.2517 | -2.18 | |
| 1.5785 | 2.89 | |
| -0.9754 | -2.28 | |
| 0.5046 | 1.27 | |
| -0.3797 | -0.65 |
Estimation Period:
Feb 6, 2015 to Feb 6, 2026
Feb 6, 2015 to Feb 6, 2026
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