Patentus Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.90% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3684 | 2.28 | |
| 0.1172 | 3.95 | |
| 0.6021 | 6.10 | |
| 0.8551 | 2.77 | |
| -1.3582 | -3.52 | |
| 0.8051 | 3.81 | |
| -0.4507 | -2.05 | |
| 0.3290 | 1.69 | |
| -0.4259 | -1.60 | |
| 0.4250 | 1.12 | |
| -0.3129 | -0.83 | |
| 0.0371 | 0.10 |
Estimation Period:
Nov 9, 2009 to Feb 6, 2026
Nov 9, 2009 to Feb 6, 2026
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