Laboratorio Reig Jofre Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.62% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7983 | 2.76 | |
| 0.2494 | 4.28 | |
| 0.3087 | 3.23 | |
| 7.7529 | 2.75 | |
| -13.2008 | -3.32 | |
| 6.6121 | 2.35 | |
| -1.0668 | -0.40 | |
| -0.4000 | -0.19 | |
| 0.4519 | 0.21 | |
| 0.8750 | 0.32 | |
| -2.1302 | -0.67 | |
| 1.4918 | 0.55 | |
| -0.3844 | -0.24 |
Estimation Period:
Jul 1, 2019 to Jan 30, 2026
Jul 1, 2019 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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