Sparinvest - Index Sektor IN GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.20% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0659 | 5.17 | |
| 0.1243 | 8.97 | |
| 0.8203 | 31.81 |
Estimation Period:
Jan 25, 2021 to Feb 6, 2026
Jan 25, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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