Max Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.94% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4487 | 4.44 | |
| 0.0971 | 8.67 | |
| 0.8252 | 42.50 | |
| -0.0152 | -0.31 | |
| 0.1262 | 1.91 | |
| -0.2576 | -7.81 | |
| 0.2673 | 8.43 | |
| -0.2109 | -6.77 | |
| 0.1507 | 4.98 | |
| -0.0743 | -2.30 | |
| 0.0047 | 0.13 | |
| 0.0426 | 0.68 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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