Global International Credit Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.62% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4954 | 5.65 | |
| 0.1990 | 4.04 | |
| 0.3146 | 2.56 | |
| -0.1646 | -0.20 | |
| 0.1379 | 0.11 | |
| 1.1049 | 1.36 | |
| -1.5653 | -1.96 | |
| 0.2256 | 0.25 | |
| -0.5303 | -0.58 | |
| 2.4743 | 2.35 | |
| -4.2467 | -2.81 |
Estimation Period:
Dec 12, 2014 to Feb 6, 2026
Dec 12, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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