Stefanutti Stocks Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.72% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4810 | 5.06 | |
| 0.1065 | 4.98 | |
| 0.7692 | 17.11 | |
| -0.4646 | -1.69 | |
| 0.5830 | 1.50 | |
| -0.0021 | -0.01 | |
| 0.0824 | 0.42 | |
| -0.7335 | -2.65 | |
| 1.3472 | 3.20 | |
| -1.6533 | -4.04 | |
| 1.2266 | 4.52 | |
| -0.6394 | -3.58 | |
| 0.4279 | 3.56 |
Estimation Period:
Aug 3, 2007 to Feb 6, 2026
Aug 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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