Stefanutti Stocks Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.19% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4721 | 5.07 | |
| 0.1083 | 4.95 | |
| 0.7607 | 16.36 | |
| -0.4828 | -1.78 | |
| 0.6098 | 1.59 | |
| -0.0189 | -0.09 | |
| 0.1002 | 0.51 | |
| -0.7536 | -2.75 | |
| 1.3690 | 3.26 | |
| -1.6776 | -4.11 | |
| 1.2577 | 4.61 | |
| -0.6862 | -3.39 | |
| 0.5245 | 1.64 |
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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