SPC SAMLIP GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.54% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1033 | 13.28 | |
| 0.0990 | 41.69 | |
| 0.8996 | 392.51 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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