Impact Devpr & Contractor SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.42% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1487 | 6.02 | |
| 0.1968 | 8.01 | |
| 0.6476 | 17.41 | |
| 0.0990 | 1.05 | |
| -0.0652 | -0.37 | |
| 0.0009 | 0.01 | |
| -0.0820 | -0.93 | |
| -0.0313 | -0.52 | |
| 0.2487 | 4.14 | |
| -0.2816 | -4.85 | |
| 0.1449 | 3.61 |
Estimation Period:
Oct 13, 1998 to Feb 13, 2026
Oct 13, 1998 to Feb 13, 2026
News Impact Curve
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