Ilyda SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.21% (+15.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8794 | 2.63 | |
| 0.2595 | 2.96 | |
| 0.1320 | 0.80 | |
| 26.8190 | 1.72 | |
| -53.8551 | -2.55 | |
| 53.7409 | 2.74 | |
| -49.1425 | -2.44 | |
| 37.0913 | 2.26 | |
| -25.6063 | -1.80 | |
| 27.1573 | 1.57 | |
| -29.7616 | -1.52 | |
| 14.5813 | 0.97 | |
| 0.9111 | 0.12 |
Estimation Period:
Mar 17, 2023 to Feb 13, 2026
Mar 17, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Ilyda SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities