Lepermislibre Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:242.74% (-8.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1279 | 3.49 | |
| 0.2407 | 3.72 | |
| 0.3604 | 2.08 | |
| 38.1416 | 4.76 | |
| -47.0470 | -3.13 | |
| 6.9401 | 0.45 | |
| 4.1258 | 0.23 | |
| 15.9441 | 0.77 | |
| -53.6590 | -2.68 | |
| 67.6092 | 4.78 | |
| -48.8468 | -3.11 | |
| 19.1158 | 1.56 |
Estimation Period:
Feb 13, 2023 to Feb 6, 2026
Feb 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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