Domiki Kritis SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.29% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6355 | 4.66 | |
| 0.0950 | 6.29 | |
| 0.8588 | 37.57 | |
| 0.4456 | 5.15 | |
| -0.6393 | -4.19 | |
| 0.2438 | 1.71 | |
| 0.0486 | 0.36 | |
| -0.3253 | -2.06 | |
| 0.5223 | 2.94 | |
| -0.6439 | -4.11 | |
| 0.6071 | 4.65 | |
| -0.3328 | -3.72 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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