Poxel SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:114.82% (-7.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6595 | 1.87 | |
| 0.2214 | 6.04 | |
| 0.5319 | 7.83 | |
| 0.8201 | 0.76 | |
| -0.6003 | -0.38 | |
| -1.2690 | -0.84 | |
| 2.9364 | 1.99 | |
| -3.8097 | -3.83 | |
| 3.3498 | 3.59 | |
| -1.9173 | -1.92 | |
| 0.7069 | 0.82 | |
| -0.2167 | -0.27 | |
| -0.2578 | -0.40 |
Estimation Period:
Feb 5, 2015 to Feb 6, 2026
Feb 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities