Sempio Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.09% (-4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9384 | 4.78 | |
| 0.2559 | 7.15 | |
| 0.6679 | 19.52 | |
| 0.0170 | 0.36 | |
| 0.0103 | 0.14 | |
| -0.1476 | -2.35 | |
| 0.2696 | 3.36 | |
| -0.3179 | -3.96 | |
| 0.3189 | 4.35 | |
| -0.2221 | -2.70 | |
| 0.0995 | 1.40 | |
| -0.0472 | -0.73 | |
| -0.0173 | -0.13 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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