SPC SAMLIP Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.89% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6929 | 7.84 | |
| 0.1605 | 9.95 | |
| 0.7449 | 30.39 | |
| 0.0121 | 0.99 | |
| -0.0619 | -3.50 | |
| 0.0972 | 8.08 | |
| -0.0834 | -6.83 | |
| 0.0597 | 3.69 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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