Ninety ONE Group Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.56% (-7.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.8164 | 2.88 | |
| 0.6716 | 19.76 | |
| 0.3272 | 10.28 | |
| 0.1908 | 0.01 | |
| 3.3274 | 0.13 | |
| -17.7052 | -0.38 | |
| -134.0151 | -1.46 | |
| 548.6593 | 6.31 | |
| -787.8713 | -16.42 | |
| 603.6527 | 12.58 | |
| -288.3521 | -7.78 | |
| 74.9120 | 4.57 | |
| -9.7612 | -0.61 |
Estimation Period:
Jan 7, 2021 to Feb 6, 2026
Jan 7, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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