Sempio Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.66% (+12.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9400 | 4.77 | |
| 0.2571 | 7.14 | |
| 0.6666 | 19.43 | |
| 0.0173 | 0.37 | |
| 0.0094 | 0.13 | |
| -0.1462 | -2.34 | |
| 0.2683 | 3.36 | |
| -0.3178 | -3.98 | |
| 0.3206 | 4.42 | |
| -0.2256 | -2.76 | |
| 0.1037 | 1.46 | |
| -0.0527 | -0.82 | |
| -0.0058 | -0.04 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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