Pcc Rokita Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.22% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5717 | 4.75 | |
| 0.0971 | 3.95 | |
| 0.6750 | 7.44 | |
| -0.2234 | -1.82 | |
| 0.4079 | 2.23 | |
| -0.3020 | -2.05 | |
| 0.0016 | 0.01 | |
| 0.2311 | 2.12 |
Estimation Period:
Jun 25, 2014 to Feb 6, 2026
Jun 25, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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