Synthaverse SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:77.72% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7051 | 1.98 | |
| 0.3089 | 3.54 | |
| 0.2985 | 2.19 | |
| -10.2662 | -1.42 | |
| 19.5894 | 2.04 | |
| -11.2371 | -2.36 | |
| -4.1758 | -0.83 | |
| 12.8840 | 2.78 | |
| -8.9682 | -2.02 | |
| 0.8863 | 0.16 | |
| 4.7737 | 0.80 | |
| -9.5566 | -1.88 | |
| 18.9551 | 3.61 |
Estimation Period:
Oct 7, 2020 to Feb 6, 2026
Oct 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Synthaverse SA Analyses
Other Spline-GARCH Analyses on International Equities