Forjas Taurus Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.47% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0252 | 4.19 | |
| 0.0914 | 6.01 | |
| 0.8515 | 33.35 | |
| -0.7735 | -2.30 | |
| 1.1653 | 2.20 | |
| -0.5494 | -1.50 | |
| 0.3917 | 1.28 | |
| -0.4196 | -1.28 | |
| 0.1294 | 0.28 | |
| 0.1985 | 0.44 | |
| -0.3629 | -1.16 | |
| 0.3669 | 1.40 | |
| -0.1263 | -0.62 |
Estimation Period:
Dec 5, 2001 to Feb 6, 2026
Dec 5, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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