Innovatec SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:111.06% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3634 | 3.56 | |
| 0.3654 | 4.46 | |
| 0.0220 | 0.39 | |
| -11.5802 | -2.34 | |
| 21.2268 | 2.75 | |
| -18.1570 | -4.12 | |
| 11.7386 | 4.08 | |
| -0.8644 | -0.30 | |
| -6.5932 | -2.34 | |
| 6.7872 | 2.71 | |
| 1.8554 | 0.69 | |
| -10.6368 | -2.34 | |
| 6.3629 | 0.89 |
Estimation Period:
Aug 6, 2020 to Feb 6, 2026
Aug 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Innovatec SPA Analyses
Other Spline-GARCH Analyses on International Equities