Spirox Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:74.53% (+13.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6695 | 4.86 | |
| 0.1033 | 6.48 | |
| 0.8065 | 26.31 | |
| -0.3168 | -2.09 | |
| 0.6173 | 2.48 | |
| -0.5704 | -2.53 | |
| 0.3117 | 1.37 | |
| 0.1588 | 0.87 | |
| -0.4665 | -3.04 | |
| 0.4514 | 2.41 | |
| -0.2895 | -1.39 | |
| 0.2765 | 1.53 | |
| -0.4255 | -1.97 |
Estimation Period:
Dec 17, 2002 to Jan 30, 2026
Dec 17, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities