Solomon Data International Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.03% (-3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8679 | 7.52 | |
| 0.2188 | 9.72 | |
| 0.5656 | 12.11 | |
| -0.0662 | -1.22 | |
| -0.0240 | -0.29 | |
| 0.1495 | 2.23 | |
| 0.0142 | 0.19 | |
| -0.1978 | -2.38 | |
| 0.3180 | 3.70 | |
| -0.5196 | -4.43 |
Estimation Period:
Sep 12, 2006 to Feb 6, 2026
Sep 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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