Esotiq & Henderson Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.83% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7996 | 4.75 | |
| 0.1589 | 3.24 | |
| 0.4953 | 4.80 | |
| 0.4401 | 4.43 | |
| -0.6857 | -5.07 | |
| 0.3976 | 5.11 | |
| -0.3137 | -4.95 | |
| 0.2612 | 6.08 |
Estimation Period:
Jul 26, 2011 to Feb 6, 2026
Jul 26, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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