Ilyda SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.70% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8712 | 3.77 | |
| 0.0986 | 4.17 | |
| 0.8523 | 22.05 | |
| 0.5435 | 2.11 | |
| -0.7982 | -1.96 | |
| 0.3844 | 1.20 | |
| -0.4907 | -1.31 | |
| 0.9147 | 2.58 | |
| -0.9023 | -3.38 | |
| 0.3148 | 1.43 | |
| 0.1711 | 0.83 | |
| -0.1737 | -1.19 |
Estimation Period:
Apr 19, 2006 to Feb 13, 2026
Apr 19, 2006 to Feb 13, 2026
News Impact Curve
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