Obrascon Huarte Lain SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.69% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1364 | 2.75 | |
| 0.0975 | 7.18 | |
| 0.8249 | 37.00 | |
| 0.1790 | 2.31 | |
| -0.2934 | -2.91 | |
| 0.1824 | 3.59 | |
| -0.0388 | -0.88 | |
| -0.1300 | -3.60 | |
| 0.2345 | 7.15 | |
| -0.2348 | -6.62 | |
| 0.1061 | 2.52 | |
| 0.0133 | 0.37 |
Estimation Period:
Oct 21, 1992 to Feb 6, 2026
Oct 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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