Estrima S P A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:89.33% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4529 | 3.02 | |
| 0.3147 | 4.33 | |
| 0.2727 | 1.93 | |
| -4.3713 | -0.67 | |
| 1.2074 | 0.13 | |
| 5.4566 | 1.00 | |
| 0.4847 | 0.06 | |
| -6.6347 | -0.55 | |
| 0.4830 | 0.04 | |
| 17.3333 | 1.65 | |
| -32.7369 | -3.62 | |
| 32.0265 | 4.23 | |
| -17.3642 | -4.06 |
Estimation Period:
Dec 30, 2021 to Feb 6, 2026
Dec 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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