Fumakilla Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.75% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0733 | 7.23 | |
| 0.2366 | 8.63 | |
| 0.6411 | 19.70 | |
| -0.0249 | -0.76 | |
| 0.0380 | 0.78 | |
| -0.0560 | -1.83 | |
| 0.0655 | 2.48 | |
| -0.0161 | -0.62 | |
| 0.0296 | 1.04 | |
| -0.1381 | -4.53 | |
| 0.2207 | 6.00 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
News Impact Curve
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