Uniform Industrial Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.63% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5850 | 8.14 | |
| 0.1381 | 8.20 | |
| 0.6778 | 16.75 | |
| -0.0303 | -0.37 | |
| 0.2618 | 2.09 | |
| -0.4537 | -5.09 | |
| 0.2569 | 2.97 | |
| 0.1286 | 1.37 | |
| -0.4673 | -4.49 | |
| 0.6003 | 5.09 | |
| -0.2885 | -2.15 | |
| -0.1960 | -1.42 | |
| 0.2541 | 1.52 |
Estimation Period:
Sep 18, 2001 to Feb 6, 2026
Sep 18, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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