S&P Cote D'Iviore Broad Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:10.07% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9759 | 4.77 | |
| 0.1922 | 6.62 | |
| 0.5668 | 10.44 | |
| 0.0581 | 0.23 | |
| -0.1085 | -0.29 | |
| -0.0565 | -0.24 | |
| 0.3126 | 1.37 | |
| -0.4321 | -2.01 | |
| 0.4366 | 2.35 | |
| -0.4688 | -2.15 | |
| 0.5233 | 2.38 | |
| -0.3608 | -2.61 |
Estimation Period:
Jul 30, 2008 to Apr 4, 2025
Jul 30, 2008 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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