Novabase Sgps Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.21% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3065 | 3.50 | |
| 0.2317 | 5.78 | |
| 0.4098 | 6.42 | |
| 0.1631 | 1.42 | |
| -0.1084 | -0.71 | |
| 0.0288 | 0.33 | |
| -0.2429 | -2.93 | |
| 0.2695 | 2.83 | |
| -0.2270 | -1.80 | |
| 0.2898 | 1.70 | |
| -0.3666 | -2.29 | |
| 0.3659 | 2.99 | |
| -0.3238 | -1.94 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Novabase Sgps Sa Analyses
Other Spline-GARCH Analyses on International Equities