Renta 4 Banco SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.06% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8758 | 2.34 | |
| 0.1565 | 4.63 | |
| 0.6966 | 9.48 | |
| -0.4364 | -0.69 | |
| 0.3309 | 0.34 | |
| 0.5241 | 0.95 | |
| -0.5811 | -1.75 | |
| 0.1126 | 0.40 | |
| 0.0971 | 0.34 | |
| -0.0914 | -0.36 | |
| -0.0211 | -0.10 | |
| 0.3446 | 1.65 | |
| -0.4775 | -2.83 |
Estimation Period:
Nov 14, 2007 to Feb 6, 2026
Nov 14, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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