Comp SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.72% (+3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5380 | 2.21 | |
| 0.1659 | 1.47 | |
| 0.0000 | 0.00 | |
| 211.5435 | 1.16 | |
| -117.1160 | -0.48 | |
| -328.9121 | -1.93 | |
| 775.9005 | 3.61 | |
| -1,409.7490 | -3.42 | |
| 1,554.6270 | 2.93 | |
| -1,067.2330 | -2.77 | |
| 522.0922 | 2.85 |
Estimation Period:
May 12, 2025 to Feb 6, 2026
May 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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