Torpol Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.38% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9246 | 7.14 | |
| 0.1243 | 4.80 | |
| 0.7564 | 14.51 | |
| 0.0407 | 1.22 | |
| -0.0906 | -1.85 | |
| 0.0727 | 2.98 |
Estimation Period:
Sep 5, 2014 to Feb 6, 2026
Sep 5, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities