Webstep ASA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.25% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6870 | 3.64 | |
| 0.2321 | 3.02 | |
| 0.1316 | 0.73 | |
| 3.7601 | 2.16 | |
| -7.7633 | -3.12 | |
| 8.7446 | 5.38 | |
| -7.1938 | -4.47 | |
| 3.5703 | 2.09 | |
| -2.8356 | -1.29 |
Estimation Period:
Oct 7, 2021 to Jan 30, 2026
Oct 7, 2021 to Jan 30, 2026
News Impact Curve
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