Newag Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.54% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8460 | 5.21 | |
| 0.2235 | 6.01 | |
| 0.5006 | 6.82 | |
| 0.9434 | 1.99 | |
| -1.7230 | -2.36 | |
| 1.1264 | 2.31 | |
| -0.4186 | -0.89 | |
| 0.3894 | 0.84 | |
| -1.0842 | -2.40 | |
| 1.6958 | 3.45 | |
| -1.7379 | -3.36 | |
| 1.6650 | 3.07 | |
| -2.4155 | -2.80 |
Estimation Period:
Dec 5, 2013 to Feb 13, 2026
Dec 5, 2013 to Feb 13, 2026
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