Enea Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.20% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0430 | 6.65 | |
| 0.1765 | 6.07 | |
| 0.5845 | 9.80 | |
| 0.1288 | 3.21 | |
| -0.1742 | -3.11 | |
| 0.0736 | 2.00 | |
| -0.0523 | -1.12 | |
| -0.0117 | -0.13 |
Estimation Period:
Feb 2, 2009 to Feb 6, 2026
Feb 2, 2009 to Feb 6, 2026
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