Vivien Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.49% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5575 | 3.46 | |
| 0.2986 | 5.55 | |
| 0.5620 | 11.20 | |
| -0.0067 | -0.09 | |
| 0.0364 | 0.36 | |
| -0.1719 | -3.06 | |
| 0.2686 | 5.52 | |
| -0.1708 | -3.14 | |
| 0.0028 | 0.04 | |
| 0.0750 | 0.86 | |
| 0.1070 | 1.45 | |
| -0.3453 | -3.86 | |
| 0.3424 | 2.07 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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