Netgem Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.49% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0455 | 3.34 | |
| 0.1970 | 5.37 | |
| 0.6218 | 11.95 | |
| -0.0754 | -0.48 | |
| 0.0583 | 0.25 | |
| 0.1907 | 1.36 | |
| -0.3908 | -3.42 | |
| 0.3389 | 2.62 | |
| -0.1824 | -1.48 | |
| 0.2296 | 2.35 | |
| -0.3312 | -3.55 | |
| 0.2369 | 2.28 | |
| -0.0997 | -1.16 |
Estimation Period:
Apr 18, 2000 to Feb 6, 2026
Apr 18, 2000 to Feb 6, 2026
News Impact Curve
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