Cas Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.08% (+3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8007 | 4.39 | |
| 0.1608 | 8.23 | |
| 0.7840 | 29.74 | |
| 0.0837 | 0.71 | |
| 0.0130 | 0.07 | |
| -0.3261 | -2.46 | |
| 0.5276 | 4.05 | |
| -0.6499 | -4.39 | |
| 0.7066 | 4.54 | |
| -0.4664 | -2.48 | |
| 0.0978 | 0.48 | |
| -0.2033 | -0.81 | |
| 0.5330 | 1.24 |
Estimation Period:
Jan 19, 2001 to Feb 6, 2026
Jan 19, 2001 to Feb 6, 2026
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