Delta Plus Group Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.31% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7366 | 6.09 | |
| 0.1646 | 3.74 | |
| 0.0000 | 0.00 | |
| -1.0162 | -1.65 | |
| 0.9478 | 1.09 | |
| -0.1562 | -0.25 | |
| 1.5886 | 2.13 | |
| -3.9971 | -3.81 |
Estimation Period:
Apr 19, 2021 to Feb 6, 2026
Apr 19, 2021 to Feb 6, 2026
News Impact Curve
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