SPC SAMLIP Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.51% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6924 | 7.83 | |
| 0.1604 | 9.96 | |
| 0.7454 | 30.51 | |
| 0.0117 | 0.96 | |
| -0.0613 | -3.47 | |
| 0.0966 | 8.06 | |
| -0.0831 | -6.85 | |
| 0.0592 | 3.72 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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