Comp SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.74% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3588 | 2.22 | |
| 0.2282 | 1.64 | |
| 0.0000 | 0.00 | |
| -118.9130 | -0.37 | |
| 433.4327 | 0.78 | |
| -591.0436 | -1.23 | |
| 295.1926 | 0.80 | |
| 656.6773 | 2.03 | |
| -2,115.1910 | -3.56 | |
| 2,732.5670 | 3.65 | |
| -1,956.5210 | -3.56 | |
| 795.2388 | 1.46 | |
| 80.6885 | 0.10 |
Estimation Period:
May 12, 2025 to Feb 6, 2026
May 12, 2025 to Feb 6, 2026
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