Maxcom Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.07% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8953 | 2.98 | |
| 0.0898 | 3.14 | |
| 0.5550 | 4.08 | |
| -2.0846 | -3.81 | |
| 4.0450 | 4.64 | |
| -4.0817 | -5.45 | |
| 3.5951 | 5.26 | |
| -2.4678 | -3.64 | |
| 2.1982 | 3.28 | |
| -2.4635 | -3.33 | |
| 3.1103 | 2.59 |
Estimation Period:
Jun 30, 2017 to Feb 6, 2026
Jun 30, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities