S&P Cote D'Iviore Broad Market Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.09% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8225 | 5.13 | |
| 0.2003 | 6.85 | |
| 0.5683 | 11.03 | |
| -0.0705 | -1.75 | |
| 0.0970 | 1.76 | |
| -0.0647 | -2.09 | |
| 0.1100 | 3.24 |
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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