Passus S.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.70% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1566 | 6.21 | |
| 0.1606 | 4.20 | |
| 0.4999 | 4.19 | |
| -0.2969 | -2.87 | |
| 0.4896 | 3.38 | |
| -0.2277 | -3.75 |
Estimation Period:
Jul 30, 2018 to Feb 6, 2026
Jul 30, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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