Pcc Exol Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.98% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2914 | 1.73 | |
| 0.0569 | 4.50 | |
| 0.9152 | 45.07 | |
| -0.4603 | -0.84 | |
| 0.9845 | 1.36 | |
| -0.8911 | -2.71 | |
| 0.6896 | 2.47 | |
| -0.5184 | -1.81 | |
| 0.0713 | 0.18 | |
| 0.3993 | 0.67 |
Estimation Period:
Sep 21, 2012 to Feb 6, 2026
Sep 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities