Pcc Rokita Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.85% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5707 | 4.74 | |
| 0.0968 | 3.94 | |
| 0.6750 | 7.44 | |
| -0.2250 | -1.83 | |
| 0.4107 | 2.24 | |
| -0.3053 | -2.05 | |
| 0.0076 | 0.05 | |
| 0.2165 | 1.07 |
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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