Instituto Rosenbusch SA Rose Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:77.88% (+5.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5263 | 4.25 | |
| 0.0943 | 5.27 | |
| 0.8348 | 17.03 | |
| -0.4794 | -2.67 | |
| 0.9935 | 3.39 | |
| -0.9351 | -2.50 | |
| 0.7062 | 1.75 | |
| -0.5575 | -1.93 | |
| 0.5859 | 2.93 | |
| -0.6003 | -3.12 | |
| 0.5105 | 2.84 | |
| -0.3460 | -3.04 |
Estimation Period:
Aug 2, 2002 to Feb 6, 2026
Aug 2, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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