Banco Davivienda SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.41% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8308 | 5.82 | |
| 0.1072 | 5.58 | |
| 0.7784 | 20.08 | |
| 0.2823 | 2.52 | |
| -0.5457 | -3.26 | |
| 0.4442 | 4.34 | |
| -0.2212 | -2.71 | |
| 0.0108 | 0.13 | |
| 0.0414 | 0.30 |
Estimation Period:
Oct 5, 2010 to Feb 6, 2026
Oct 5, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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