Perubar SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:54.60% (-16.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8732 | 1.29 | |
| 0.4523 | 3.05 | |
| 0.5458 | 3.68 | |
| -0.0499 | -0.07 | |
| 0.2821 | 0.29 | |
| -0.1916 | -0.17 | |
| -0.8493 | -0.39 | |
| -12.0283 | -0.18 | |
| 7.2581 | 0.04 | |
| 106.8285 | 0.56 | |
| -287.0925 | -4.62 | |
| 355.3233 | 112.33 | |
| -258.2690 | -96.59 |
Estimation Period:
Jul 1, 1994 to Dec 19, 2025
Jul 1, 1994 to Dec 19, 2025
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