Fortune Information System Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.87% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9213 | 7.59 | |
| 0.1424 | 7.47 | |
| 0.7757 | 26.41 | |
| 0.0891 | 4.02 | |
| -0.1406 | -4.16 | |
| 0.0845 | 3.03 | |
| -0.0323 | -0.91 | |
| 0.0379 | 0.74 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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