Data Applications Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.31% (-7.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2524 | 7.05 | |
| 0.2414 | 4.74 | |
| 0.5208 | 7.61 | |
| 0.2000 | 1.13 | |
| -0.1971 | -0.69 | |
| -0.1527 | -0.70 | |
| 0.4565 | 1.75 | |
| -0.6374 | -1.83 | |
| 0.3874 | 1.05 | |
| 0.1512 | 0.52 | |
| -0.3801 | -1.20 | |
| 0.2895 | 0.87 | |
| -0.1501 | -0.37 |
Estimation Period:
Apr 25, 2007 to Feb 13, 2026
Apr 25, 2007 to Feb 13, 2026
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