Newag Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.67% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8448 | 5.13 | |
| 0.2176 | 6.07 | |
| 0.5220 | 7.43 | |
| 0.9238 | 1.90 | |
| -1.6857 | -2.25 | |
| 1.0871 | 2.19 | |
| -0.3822 | -0.79 | |
| 0.3744 | 0.78 | |
| -1.0753 | -2.31 | |
| 1.6249 | 3.26 | |
| -1.4888 | -2.94 | |
| 1.0163 | 2.33 | |
| -0.5754 | -2.10 |
Estimation Period:
Dec 5, 2013 to Feb 6, 2026
Dec 5, 2013 to Feb 6, 2026
News Impact Curve
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