Concord Intl Securities Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.60% (+7.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7881 | 7.42 | |
| 0.1927 | 7.29 | |
| 0.6730 | 16.82 | |
| 0.2366 | 1.53 | |
| -0.4743 | -1.93 | |
| 0.5965 | 3.43 | |
| -0.6802 | -4.05 | |
| 0.6108 | 3.32 | |
| -0.4472 | -2.42 | |
| 0.1367 | 0.75 | |
| 0.0098 | 0.04 |
Estimation Period:
Apr 16, 2009 to Feb 6, 2026
Apr 16, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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