LE Groupe IDI Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.82% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5988 | 2.84 | |
| 0.6170 | 4.16 | |
| 0.0000 | 0.00 | |
| 29.8658 | 4.41 | |
| -44.4553 | -4.60 | |
| 24.4562 | 3.21 | |
| -9.0136 | -1.02 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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