CTP B.V. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.80% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6980 | 6.18 | |
| 0.0545 | 2.08 | |
| 0.6893 | 4.16 | |
| -0.7076 | -1.95 | |
| 0.3520 | 0.68 | |
| 1.1269 | 2.61 | |
| -2.0208 | -2.27 |
Estimation Period:
Mar 31, 2021 to Feb 13, 2026
Mar 31, 2021 to Feb 13, 2026
News Impact Curve
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