Recrusul Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:98.70% (+4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6501 | 5.44 | |
| 0.1298 | 4.40 | |
| 0.7586 | 16.93 | |
| 0.2437 | 0.55 | |
| 0.2201 | 0.31 | |
| -0.7725 | -1.83 | |
| 0.5189 | 1.67 | |
| -0.6999 | -1.93 | |
| 0.9072 | 2.34 | |
| -0.5086 | -2.09 | |
| 0.2257 | 0.73 | |
| -0.4149 | -1.19 | |
| 0.4268 | 1.63 |
Estimation Period:
Jul 10, 2006 to Feb 6, 2026
Jul 10, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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