S&P International Holding Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.38% (+10.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1517 | 4.77 | |
| 0.1141 | 3.40 | |
| 0.5756 | 5.34 | |
| 0.8182 | 3.05 | |
| -1.1977 | -2.89 | |
| 0.4685 | 1.31 | |
| -0.6097 | -1.06 |
Estimation Period:
Jul 11, 2017 to Feb 6, 2026
Jul 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P International Holding Ltd Analyses
Other Spline-GARCH Analyses on International Equities