Sala Corp Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
20.00%
decreased by 0.67%
1 Week
20.80%
increased by 0.13%
1 Month
22.43%
increased by 1.76%
Analysis last updated: Tuesday, June 23, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5508 | 7.52 | |
| 0.1242 | 7.90 | |
| 0.7730 | 23.97 | |
| 0.0052 | 0.11 | |
| 0.0955 | 1.42 | |
| -0.2636 | -5.65 | |
| 0.2524 | 5.07 | |
| -0.0592 | -1.21 | |
| -0.1133 | -2.66 | |
| 0.1733 | 4.11 | |
| -0.1600 | -3.17 | |
| 0.1289 | 1.90 | |
| -0.1256 | -1.01 |
Estimation Period:
Jan 5, 1990 to Jun 19, 2026
Jan 5, 1990 to Jun 19, 2026
Other Spline-GARCH Analyses on International Equities