Bnp Paribas Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.28% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2448 | 6.28 | |
| 0.1010 | 4.85 | |
| 0.8185 | 25.04 | |
| 0.4125 | 3.09 | |
| -0.7922 | -3.74 | |
| 0.8018 | 5.26 | |
| -0.7333 | -5.65 | |
| 0.4722 | 3.18 | |
| -0.3271 | -1.20 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
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