Okong Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.12% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7791 | 3.56 | |
| 0.1939 | 5.76 | |
| 0.6958 | 12.83 | |
| -0.0124 | -0.04 | |
| -0.1791 | -0.42 | |
| 0.3051 | 0.98 | |
| -0.0424 | -0.13 | |
| -0.4108 | -1.01 | |
| 0.9347 | 2.23 | |
| -1.2598 | -4.47 | |
| 1.0739 | 4.65 | |
| -0.5836 | -1.94 | |
| 0.0294 | 0.05 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
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