SPC SAMLIP GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.97% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1018 | 13.27 | |
| 0.0988 | 41.70 | |
| 0.8999 | 394.37 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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