Romi Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.82% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0690 | 3.71 | |
| 0.1151 | 6.06 | |
| 0.6720 | 10.73 | |
| -0.0647 | -0.49 | |
| 0.1162 | 0.50 | |
| -0.0343 | -0.20 | |
| -0.0875 | -0.87 | |
| 0.1677 | 2.91 | |
| -0.1784 | -3.46 | |
| 0.1638 | 3.29 | |
| -0.2628 | -6.04 | |
| 0.3018 | 10.04 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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