Doumob Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:123.13% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0895 | 3.66 | |
| 0.3749 | 2.86 | |
| 0.3578 | 2.64 | |
| 6.4355 | 2.01 | |
| -11.4859 | -1.87 | |
| 8.8915 | 1.52 | |
| -2.4272 | -0.55 | |
| -5.3028 | -1.66 | |
| 6.3188 | 2.28 | |
| -4.6748 | -1.50 | |
| 4.6871 | 1.10 | |
| -3.0545 | -0.77 |
Estimation Period:
Mar 14, 2019 to Feb 6, 2026
Mar 14, 2019 to Feb 6, 2026
News Impact Curve
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