Romi Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.40% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0453 | 3.66 | |
| 0.1156 | 6.07 | |
| 0.6704 | 10.62 | |
| -0.0771 | -0.57 | |
| 0.1338 | 0.57 | |
| -0.0407 | -0.23 | |
| -0.0877 | -0.87 | |
| 0.1716 | 2.97 | |
| -0.1806 | -3.50 | |
| 0.1576 | 3.14 | |
| -0.2378 | -4.74 | |
| 0.2255 | 2.87 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
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