Sys-Dat S P A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.36% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0467 | 2.11 | |
| 0.1020 | 1.56 | |
| 0.0000 | 0.00 | |
| 92.8306 | 2.19 | |
| -152.4978 | -2.58 | |
| 121.4428 | 3.17 | |
| -96.0420 | -1.75 | |
| 21.0337 | 0.34 | |
| 47.0412 | 1.02 | |
| -59.4675 | -2.24 | |
| 33.5778 | 1.98 |
Estimation Period:
Jul 1, 2024 to Feb 6, 2026
Jul 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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