Forjas Taurus Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.97% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9967 | 4.15 | |
| 0.0910 | 5.93 | |
| 0.8495 | 32.36 | |
| -0.8066 | -2.44 | |
| 1.2190 | 2.33 | |
| -0.5866 | -1.62 | |
| 0.4218 | 1.39 | |
| -0.4451 | -1.37 | |
| 0.1578 | 0.34 | |
| 0.1549 | 0.34 | |
| -0.2800 | -0.87 | |
| 0.1888 | 0.60 | |
| 0.3168 | 0.78 |
Estimation Period:
Dec 5, 2001 to Feb 6, 2026
Dec 5, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Forjas Taurus Sa Analyses
Other Spline-GARCH Analyses on International Equities