Realia Business SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.31% (-3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1609 | 3.01 | |
| 0.1548 | 6.56 | |
| 0.6847 | 16.53 | |
| -1.4231 | -5.55 | |
| 2.0516 | 5.80 | |
| -0.9614 | -4.99 | |
| 0.2871 | 1.55 | |
| -0.0418 | -0.22 | |
| 0.4655 | 2.49 | |
| -0.7854 | -4.33 | |
| 0.7727 | 3.78 | |
| -0.5830 | -1.52 |
Estimation Period:
Jun 6, 2007 to Feb 6, 2026
Jun 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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