Midsummer Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:143.60% (+12.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5919 | 3.23 | |
| 0.1889 | 3.13 | |
| 0.1810 | 1.37 | |
| 7.1123 | 1.27 | |
| -9.8494 | -1.08 | |
| 1.4443 | 0.24 | |
| 7.3423 | 1.54 | |
| -12.3555 | -2.38 | |
| 9.2105 | 1.61 | |
| -6.4630 | -1.33 | |
| 9.9883 | 2.57 | |
| -14.9312 | -3.69 | |
| 16.1152 | 3.27 |
Estimation Period:
Dec 16, 2020 to Jan 30, 2026
Dec 16, 2020 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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