Banco Davivienda SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.15% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8276 | 5.79 | |
| 0.1078 | 5.63 | |
| 0.7778 | 20.14 | |
| 0.2785 | 2.48 | |
| -0.5399 | -3.22 | |
| 0.4419 | 4.32 | |
| -0.2222 | -2.78 | |
| 0.0150 | 0.21 | |
| 0.0326 | 0.62 |
Estimation Period:
Oct 5, 2010 to Feb 13, 2026
Oct 5, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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