Stalprodukt Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.01% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1203 | 7.67 | |
| 0.1597 | 7.02 | |
| 0.6894 | 15.88 | |
| 0.0103 | 0.24 | |
| -0.0154 | -0.22 | |
| 0.0026 | 0.05 | |
| 0.0129 | 0.30 | |
| -0.0445 | -1.07 | |
| 0.1136 | 2.44 | |
| -0.1920 | -3.42 | |
| 0.1732 | 3.59 |
Estimation Period:
Oct 13, 1997 to Feb 6, 2026
Oct 13, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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