IDT International Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:135.38% (+29.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.1794 | 3.40 | |
| 0.5978 | 209.82 | |
| 0.4018 | 145.94 | |
| -0.9665 | -1.96 | |
| 1.1641 | 1.49 | |
| -0.0122 | -0.02 | |
| -0.1823 | -0.48 | |
| -0.6743 | -1.66 | |
| 1.7834 | 2.57 | |
| -2.3559 | -1.35 | |
| -30.3770 | -8.51 | |
| 108.6906 | 25.87 | |
| -153.6333 | -26.97 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other IDT International Ltd Analyses
Other Spline-GARCH Analyses on International Equities