Fleury Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.53% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9620 | 7.32 | |
| 0.0789 | 4.33 | |
| 0.7821 | 16.50 | |
| -0.0644 | -0.62 | |
| 0.1570 | 1.01 | |
| -0.1049 | -1.09 | |
| -0.0838 | -0.63 | |
| 0.2456 | 1.48 | |
| -0.3820 | -2.43 | |
| 0.6568 | 3.97 |
Estimation Period:
Dec 17, 2009 to Feb 6, 2026
Dec 17, 2009 to Feb 6, 2026
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