De Licacy Industri Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.03% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7066 | 9.15 | |
| 0.1082 | 9.10 | |
| 0.8401 | 46.21 | |
| 0.0047 | 1.87 | |
| -0.0084 | -1.66 |
Estimation Period:
Jun 24, 1997 to Feb 6, 2026
Jun 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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