Rana Gruber ASA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.78% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4736 | 9.65 | |
| 0.1799 | 2.98 | |
| 0.3393 | 2.12 | |
| 0.0495 | 1.14 |
Estimation Period:
May 19, 2021 to Feb 6, 2026
May 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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