Ukraine PFTS Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.93% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8923 | 4.77 | |
| 0.2463 | 8.37 | |
| 0.6584 | 19.76 | |
| 0.4332 | 6.83 | |
| -0.6574 | -6.42 | |
| 0.3779 | 5.51 | |
| -0.2592 | -4.04 | |
| 0.1351 | 1.31 | |
| 0.0367 | 0.27 | |
| -0.4318 | -2.56 | |
| 1.2139 | 3.16 |
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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