Plaza S.A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.59% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1662 | 4.76 | |
| 0.1272 | 3.01 | |
| 0.7857 | 11.54 | |
| -0.6568 | -5.17 | |
| 0.6892 | 3.86 | |
| 0.0072 | 0.09 |
Estimation Period:
Jul 27, 2018 to Feb 6, 2026
Jul 27, 2018 to Feb 6, 2026
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