Ukraine PFTS Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.62% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9962 | 2.60 | |
| 0.1005 | 4.03 | |
| 0.8984 | 36.99 | |
| 0.0004 | 0.00 | |
| -0.1001 | -0.16 | |
| -0.1092 | -0.32 | |
| 0.4986 | 1.22 | |
| -0.3960 | -1.17 | |
| -0.3459 | -1.09 | |
| 1.5000 | 3.20 | |
| -2.0690 | -3.32 | |
| 1.5484 | 2.54 | |
| -0.6313 | -1.46 |
Estimation Period:
Oct 9, 1997 to Apr 4, 2025
Oct 9, 1997 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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