Geotrans Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.80% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9531 | 4.23 | |
| 0.1073 | 3.25 | |
| 0.6110 | 5.37 | |
| 1.1004 | 2.52 | |
| -1.1286 | -1.79 | |
| 0.5312 | 1.25 | |
| -1.4900 | -3.62 | |
| 1.6448 | 3.67 | |
| -1.0603 | -2.22 | |
| 0.9121 | 1.82 | |
| -0.7750 | -0.75 |
Estimation Period:
Aug 18, 2015 to Feb 6, 2026
Aug 18, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities