International Integrated SYS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.11% (+2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5948 | 3.34 | |
| 0.4654 | 2.15 | |
| 0.0000 | 0.00 | |
| -71.4825 | -0.85 | |
| 226.0447 | 1.61 | |
| -288.9622 | -2.28 | |
| 266.4361 | 2.60 | |
| -351.2389 | -4.20 | |
| 456.8910 | 4.16 | |
| -397.6024 | -3.88 | |
| 314.7733 | 2.76 | |
| -336.2752 | -2.31 | |
| 262.5276 | 2.19 |
Estimation Period:
Sep 3, 2024 to Feb 6, 2026
Sep 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other International Integrated SYS Analyses
Other Spline-GARCH Analyses on International Equities