Sparinvest - Index Sektor IN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.22% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2190 | 6.97 | |
| 0.1904 | 2.29 | |
| 0.3441 | 2.27 | |
| 4.1086 | 4.17 | |
| -7.1870 | -3.97 | |
| 3.9097 | 2.38 | |
| -0.0656 | -0.05 | |
| -1.2543 | -0.88 | |
| 0.5589 | 0.46 |
Estimation Period:
Jan 25, 2021 to Feb 13, 2026
Jan 25, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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