Herkules Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.56% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6477 | 6.37 | |
| 0.1710 | 5.51 | |
| 0.5884 | 11.47 | |
| 0.0670 | 1.51 | |
| -0.1053 | -1.63 | |
| 0.1167 | 3.08 | |
| -0.1282 | -4.04 | |
| 0.0552 | 2.28 |
Estimation Period:
Jan 1, 2007 to Feb 6, 2026
Jan 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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