Riskmonster.Com Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.76% (+3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7184 | 6.71 | |
| 0.2047 | 7.72 | |
| 0.6696 | 17.23 | |
| -0.0357 | -0.54 | |
| 0.1024 | 0.98 | |
| -0.1584 | -2.07 | |
| 0.1841 | 2.72 | |
| -0.0738 | -1.05 | |
| -0.1353 | -1.34 | |
| 0.0663 | 0.33 |
Estimation Period:
Mar 28, 2005 to Feb 13, 2026
Mar 28, 2005 to Feb 13, 2026
News Impact Curve
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