Alligo AB Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:78.19% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.4822 | 2.11 | |
| 0.3147 | 3.85 | |
| 0.6241 | 24.79 | |
| 75.3007 | 5.15 | |
| -106.3688 | -4.49 | |
| 42.9550 | 2.83 | |
| -24.6191 | -2.43 | |
| 25.1119 | 3.32 | |
| -21.4505 | -3.77 | |
| 15.6198 | 2.83 | |
| -11.1235 | -2.03 | |
| 6.9438 | 0.98 |
Estimation Period:
Sep 5, 2017 to Feb 6, 2026
Sep 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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