Passus S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.61% (+2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1449 | 6.02 | |
| 0.1614 | 4.22 | |
| 0.5078 | 4.34 | |
| -0.3083 | -2.83 | |
| 0.5146 | 3.19 | |
| -0.2760 | -1.83 |
Estimation Period:
Jul 30, 2018 to Feb 6, 2026
Jul 30, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities