Vivien Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:66.94% (+20.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5453 | 3.35 | |
| 0.2987 | 5.53 | |
| 0.5614 | 11.17 | |
| -0.0162 | -0.21 | |
| 0.0499 | 0.48 | |
| -0.1775 | -3.15 | |
| 0.2702 | 5.57 | |
| -0.1698 | -3.13 | |
| 0.0008 | 0.01 | |
| 0.0753 | 0.87 | |
| 0.1091 | 1.49 | |
| -0.3464 | -3.83 | |
| 0.3406 | 2.04 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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