Novabase Sgps Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.04% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6312 | 4.56 | |
| 0.2491 | 7.44 | |
| 0.5475 | 10.96 | |
| 0.0178 | 0.20 | |
| 0.1560 | 1.15 | |
| -0.3078 | -3.08 | |
| 0.2188 | 2.56 | |
| -0.2003 | -2.30 | |
| 0.2532 | 2.71 | |
| -0.2452 | -2.59 | |
| 0.1588 | 2.05 | |
| -0.0664 | -1.31 |
Estimation Period:
Jan 4, 2000 to Jan 30, 2026
Jan 4, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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