Novabase Sgps Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.48% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3068 | 3.43 | |
| 0.2318 | 5.83 | |
| 0.4318 | 6.95 | |
| 0.1488 | 1.28 | |
| -0.0826 | -0.53 | |
| 0.0056 | 0.06 | |
| -0.2172 | -2.59 | |
| 0.2411 | 2.51 | |
| -0.1990 | -1.56 | |
| 0.2620 | 1.52 | |
| -0.3320 | -2.04 | |
| 0.3074 | 2.62 | |
| -0.1873 | -2.80 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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