Wasko SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:62.55% (-6.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2056 | 9.10 | |
| 0.0974 | 2.85 | |
| 0.7632 | 7.85 | |
| 0.1858 | 1.67 | |
| -0.3991 | -2.00 | |
| 0.3863 | 2.20 | |
| -0.2100 | -1.33 | |
| 0.0614 | 0.41 | |
| -0.1760 | -0.96 | |
| 0.3443 | 1.38 | |
| -0.2689 | -1.23 |
Estimation Period:
Nov 5, 2007 to Feb 6, 2026
Nov 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities