La Positiva Seguros y Reasegur Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:169.18% (+97.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4837 | 3.59 | |
| 0.1890 | 4.38 | |
| 0.6483 | 8.61 | |
| -1.7734 | -1.95 | |
| 3.0070 | 2.20 | |
| -2.4842 | -2.23 | |
| 3.8218 | 1.88 | |
| -9.2140 | -3.00 | |
| 15.2593 | 4.76 | |
| -12.5469 | -4.26 | |
| 4.1781 | 1.95 |
Estimation Period:
May 3, 1996 to Oct 10, 2025
May 3, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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