Holding Varna AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:176.50% (-67.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9359 | 5.08 | |
| 0.1563 | 4.37 | |
| 0.4998 | 4.70 | |
| 0.7099 | 2.81 | |
| -0.6829 | -1.80 | |
| -0.1999 | -0.70 | |
| 0.1761 | 0.66 | |
| 0.0454 | 0.20 | |
| -0.0488 | -0.23 | |
| -0.1839 | -0.69 | |
| 0.0015 | 0.00 | |
| 1.3556 | 2.06 | |
| -1.9414 | -2.81 |
Estimation Period:
Sep 30, 2008 to Feb 6, 2026
Sep 30, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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