Optima Bank S A Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.31% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4659 | 2.91 | |
| 0.2955 | 2.20 | |
| 0.0262 | 0.31 | |
| 2.7340 | 0.62 | |
| -10.6755 | -1.80 | |
| 18.2072 | 5.06 | |
| -19.5130 | -4.77 | |
| 17.2346 | 2.61 |
Estimation Period:
Oct 4, 2023 to Feb 6, 2026
Oct 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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