Gl Events Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.34% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8971 | 4.29 | |
| 0.0313 | 1.58 | |
| 0.7314 | 6.27 | |
| 2.9795 | 2.08 | |
| -3.5809 | -1.74 | |
| 2.4335 | 2.33 | |
| -4.4152 | -4.48 | |
| 4.2570 | 4.02 | |
| -2.9744 | -3.34 | |
| 2.4833 | 2.84 | |
| -1.7922 | -1.74 | |
| 1.6012 | 1.29 |
Estimation Period:
Mar 28, 2008 to Feb 6, 2026
Mar 28, 2008 to Feb 6, 2026
News Impact Curve
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