ZPC Otmuchow SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.80% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3623 | 4.97 | |
| 0.1446 | 4.81 | |
| 0.5181 | 6.17 | |
| -1.3100 | -3.78 | |
| 1.6355 | 3.07 | |
| -0.3118 | -0.92 | |
| 0.0005 | 0.00 | |
| -0.1000 | -0.38 | |
| 0.3780 | 1.50 | |
| -0.6486 | -2.50 | |
| 0.2640 | 0.90 | |
| 0.5138 | 1.54 | |
| -1.0575 | -2.58 |
Estimation Period:
Sep 29, 2010 to Feb 6, 2026
Sep 29, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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