Worldex Industry&T Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:49.74% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0775 | 5.06 | |
| 0.1173 | 5.97 | |
| 0.7453 | 18.48 | |
| 0.4437 | 2.81 | |
| -0.6464 | -2.72 | |
| 0.5390 | 2.61 | |
| -0.7516 | -3.05 | |
| 0.7072 | 3.22 | |
| -0.3778 | -2.41 | |
| 0.0090 | 0.07 | |
| 0.1711 | 1.20 | |
| -0.0162 | -0.09 |
Estimation Period:
Jun 19, 2008 to Feb 13, 2026
Jun 19, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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