Elmera Group Asa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.04% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0443 | 4.90 | |
| 0.0291 | 0.89 | |
| 0.1550 | 0.20 | |
| -1.1770 | -0.39 | |
| 4.0346 | 0.86 | |
| -4.6419 | -1.27 | |
| 2.9627 | 0.93 | |
| -4.7293 | -1.64 | |
| 6.4185 | 1.89 | |
| -4.6328 | -1.60 | |
| 6.0328 | 2.13 | |
| -11.9602 | -2.59 | |
| 18.6332 | 2.71 |
Estimation Period:
Oct 7, 2020 to Feb 6, 2026
Oct 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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