SPC SAMLIP GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.70% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1027 | 13.27 | |
| 0.0990 | 41.71 | |
| 0.8997 | 392.87 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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