Sporton International Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.47% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6821 | 6.28 | |
| 0.1283 | 7.55 | |
| 0.7180 | 20.21 | |
| -0.2799 | -3.31 | |
| 0.3614 | 2.85 | |
| -0.1966 | -2.09 | |
| 0.3771 | 3.82 | |
| -0.5943 | -6.01 | |
| 0.6021 | 6.45 | |
| -0.3972 | -4.31 | |
| 0.1798 | 1.87 | |
| -0.1388 | -1.02 |
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Sep 2, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sporton International Analyses
Other Spline-GARCH Analyses on International Equities