OZE Capital SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:79.61% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8189 | 1.78 | |
| 0.1565 | 5.96 | |
| 0.7762 | 22.80 | |
| -1.1568 | -1.02 | |
| 2.0662 | 1.28 | |
| -1.3882 | -1.94 | |
| 0.6025 | 1.24 | |
| -0.1806 | -0.37 | |
| 0.0322 | 0.07 | |
| 0.0877 | 0.17 | |
| -0.1904 | -0.34 | |
| 0.5168 | 0.91 | |
| -0.6580 | -1.35 |
Estimation Period:
Dec 23, 2010 to Jan 23, 2026
Dec 23, 2010 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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