DT Capital Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:117.83% (+22.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9645 | 4.05 | |
| 0.3153 | 5.62 | |
| 0.4555 | 4.26 | |
| 2.3465 | 1.48 | |
| -2.0993 | -0.82 | |
| -0.5188 | -0.25 | |
| -0.5547 | -0.25 | |
| 4.7091 | 2.57 | |
| -8.3790 | -5.71 | |
| 7.1858 | 4.38 | |
| -5.1478 | -3.57 | |
| 4.5316 | 3.16 | |
| -2.4805 | -1.06 |
Estimation Period:
Feb 6, 2007 to Feb 6, 2026
Feb 6, 2007 to Feb 6, 2026
News Impact Curve
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