Sempio Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.06% (-5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9429 | 4.75 | |
| 0.2582 | 7.13 | |
| 0.6660 | 19.42 | |
| 0.0173 | 0.37 | |
| 0.0089 | 0.12 | |
| -0.1447 | -2.32 | |
| 0.2669 | 3.35 | |
| -0.3175 | -3.98 | |
| 0.3223 | 4.48 | |
| -0.2291 | -2.83 | |
| 0.1078 | 1.52 | |
| -0.0575 | -0.90 | |
| 0.0039 | 0.03 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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