Ilyda SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.10% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8862 | 3.86 | |
| 0.0992 | 4.23 | |
| 0.8521 | 22.37 | |
| 0.5678 | 2.22 | |
| -0.8406 | -2.07 | |
| 0.4186 | 1.31 | |
| -0.5178 | -1.38 | |
| 0.9318 | 2.62 | |
| -0.9119 | -3.40 | |
| 0.3182 | 1.42 | |
| 0.1789 | 0.82 | |
| -0.2065 | -0.89 |
Estimation Period:
Apr 19, 2006 to Feb 13, 2026
Apr 19, 2006 to Feb 13, 2026
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