Montea SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.99% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5965 | 5.67 | |
| 0.1229 | 7.16 | |
| 0.7899 | 27.42 | |
| -0.0447 | -3.68 | |
| 0.0804 | 4.66 | |
| -0.0870 | -5.59 |
Estimation Period:
Oct 23, 2006 to Feb 6, 2026
Oct 23, 2006 to Feb 6, 2026
News Impact Curve
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