Vantiva Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.26% (-9.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9374 | 3.76 | |
| 0.1797 | 5.81 | |
| 0.7832 | 27.17 | |
| -0.0958 | -0.93 | |
| 0.2216 | 1.37 | |
| -0.2438 | -2.18 | |
| 0.2133 | 1.93 | |
| -0.3997 | -2.19 |
Estimation Period:
Jul 16, 2010 to Feb 6, 2026
Jul 16, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities