Lealea Enterprise Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.39% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2315 | 5.16 | |
| 0.1014 | 7.04 | |
| 0.8183 | 29.08 | |
| -0.0138 | -0.17 | |
| 0.0732 | 0.59 | |
| -0.1590 | -2.23 | |
| 0.1814 | 3.77 | |
| -0.1221 | -2.41 | |
| -0.0080 | -0.12 | |
| 0.1216 | 1.69 | |
| -0.0485 | -0.69 | |
| -0.1245 | -1.61 | |
| 0.2585 | 2.03 |
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Sep 21, 1992 to Feb 6, 2026
News Impact Curve
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