Ig Port Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.91% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1631 | 4.74 | |
| 0.1678 | 5.76 | |
| 0.7504 | 19.76 | |
| 0.3496 | 2.63 | |
| -0.3769 | -1.75 | |
| 0.0715 | 0.27 | |
| -0.1296 | -0.36 | |
| 0.2651 | 0.73 | |
| -0.3944 | -1.22 | |
| 0.2627 | 0.77 | |
| 0.1613 | 0.58 | |
| -0.6312 | -2.13 |
Estimation Period:
Dec 21, 2005 to Feb 13, 2026
Dec 21, 2005 to Feb 13, 2026
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