Delko SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.80% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8975 | 5.76 | |
| 0.0845 | 3.89 | |
| 0.6436 | 4.14 | |
| 0.5457 | 2.73 | |
| -0.9996 | -3.26 | |
| 0.6641 | 2.58 | |
| -0.4537 | -1.61 | |
| 0.3547 | 1.11 | |
| 0.3002 | 0.89 | |
| -1.3243 | -3.46 | |
| 1.8571 | 4.97 | |
| -1.6541 | -3.57 | |
| 1.4678 | 1.96 |
Estimation Period:
Dec 16, 2009 to Jan 30, 2026
Dec 16, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities