Passat Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.78% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7488 | 3.40 | |
| 0.1669 | 3.81 | |
| 0.5826 | 5.37 | |
| -1.7727 | -1.13 | |
| 2.8980 | 1.22 | |
| -2.6898 | -1.49 | |
| 4.0360 | 2.38 | |
| -6.5596 | -3.04 | |
| 10.4670 | 3.82 |
Estimation Period:
Mar 10, 2021 to Jan 30, 2026
Mar 10, 2021 to Jan 30, 2026
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