E-World Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.04% (-4.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8800 | 4.39 | |
| 0.2265 | 7.63 | |
| 0.6392 | 15.77 | |
| 0.3288 | 2.03 | |
| -0.7656 | -3.15 | |
| 0.8616 | 5.51 | |
| -0.7759 | -5.67 | |
| 0.6164 | 4.20 | |
| -0.4994 | -2.91 | |
| 0.4732 | 2.53 | |
| -0.7542 | -1.81 |
Estimation Period:
Jul 26, 2005 to Feb 13, 2026
Jul 26, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities