Maxcom Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.84% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9342 | 2.96 | |
| 0.0872 | 3.20 | |
| 0.6235 | 5.27 | |
| -1.9964 | -3.57 | |
| 3.9299 | 4.34 | |
| -4.0193 | -5.11 | |
| 3.4944 | 4.91 | |
| -2.2776 | -3.27 | |
| 1.8050 | 2.64 | |
| -1.5640 | -2.18 | |
| 0.8202 | 1.39 |
Estimation Period:
Jun 30, 2017 to Feb 6, 2026
Jun 30, 2017 to Feb 6, 2026
News Impact Curve
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