Simtel Team SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.63% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8953 | 4.14 | |
| 0.2616 | 2.29 | |
| 0.0674 | 0.49 | |
| -1.8803 | -2.91 |
Estimation Period:
Jun 27, 2024 to Feb 6, 2026
Jun 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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