Abbisko Cayman Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.29% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8368 | 4.54 | |
| 0.1276 | 3.05 | |
| 0.5757 | 4.61 | |
| -1.2746 | -1.72 | |
| 1.9208 | 1.81 | |
| -0.3136 | -0.45 | |
| -2.2584 | -2.00 |
Estimation Period:
Oct 15, 2021 to Feb 6, 2026
Oct 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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