Novabase Sgps Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.98% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6329 | 4.59 | |
| 0.2485 | 7.53 | |
| 0.5491 | 11.36 | |
| 0.0111 | 0.12 | |
| 0.1708 | 1.25 | |
| -0.3256 | -3.24 | |
| 0.2388 | 2.78 | |
| -0.2211 | -2.54 | |
| 0.2763 | 2.97 | |
| -0.2774 | -2.93 | |
| 0.2166 | 2.22 | |
| -0.2096 | -1.14 |
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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