Intl Csrc Invstmnt Hldgs Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.56% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5217 | 5.88 | |
| 0.1527 | 8.51 | |
| 0.7192 | 23.03 | |
| 0.0707 | 2.27 | |
| 0.0139 | 0.31 | |
| -0.2198 | -7.09 | |
| 0.2496 | 9.07 | |
| -0.2213 | -7.24 | |
| 0.1708 | 4.41 | |
| -0.0138 | -0.34 | |
| -0.1559 | -3.51 | |
| 0.2661 | 3.30 |
Estimation Period:
Jun 26, 1990 to Feb 6, 2026
Jun 26, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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