Lentex Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.33% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4358 | 4.40 | |
| 0.0879 | 7.45 | |
| 0.8693 | 43.38 | |
| 0.0128 | 0.13 | |
| -0.0156 | -0.11 | |
| 0.1204 | 1.22 | |
| -0.4215 | -4.88 | |
| 0.5980 | 5.73 | |
| -0.4176 | -3.00 | |
| 0.1681 | 1.20 | |
| -0.0242 | -0.21 | |
| -0.0873 | -0.69 | |
| 0.1006 | 0.96 |
Estimation Period:
Oct 13, 1997 to Feb 6, 2026
Oct 13, 1997 to Feb 6, 2026
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