Gl Events Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.90% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9231 | 5.55 | |
| 0.1031 | 3.66 | |
| 0.7215 | 8.95 | |
| 0.9393 | 3.46 | |
| -1.7279 | -3.96 | |
| 1.0641 | 3.16 | |
| -0.1797 | -0.65 | |
| -0.3978 | -0.87 |
Estimation Period:
Aug 6, 2018 to Feb 6, 2026
Aug 6, 2018 to Feb 6, 2026
News Impact Curve
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