Michell y Cia SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:55.12% (-4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5262 | 1.70 | |
| 0.3390 | 2.94 | |
| 0.6454 | 6.34 | |
| 4.7037 | 0.91 | |
| -12.1054 | -1.80 | |
| 16.8165 | 4.54 | |
| -21.4488 | -5.04 | |
| 25.1835 | 5.34 | |
| -21.6651 | -3.34 | |
| 10.7481 | 1.61 | |
| 0.1266 | 0.02 | |
| -4.3257 | -1.13 |
Estimation Period:
Jun 2, 1994 to Jan 23, 2026
Jun 2, 1994 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Michell y Cia SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities