Rykadan Capital Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.41% (-5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4974 | 4.82 | |
| 0.1260 | 4.33 | |
| 0.5155 | 3.82 | |
| 1.5000 | 5.76 | |
| -2.3400 | -5.48 | |
| 1.4853 | 4.70 | |
| -1.1736 | -4.82 | |
| 0.9439 | 3.28 | |
| -0.4621 | -1.28 | |
| -0.0398 | -0.12 | |
| -0.1389 | -0.34 |
Estimation Period:
Aug 21, 2009 to Feb 6, 2026
Aug 21, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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