Afyren SAS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.06% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7059 | 3.11 | |
| 0.1649 | 3.76 | |
| 0.6759 | 5.48 | |
| 2.2985 | 1.12 | |
| -5.2890 | -1.83 | |
| 7.1285 | 3.91 | |
| -7.7162 | -4.44 | |
| 5.3096 | 2.46 | |
| -3.1922 | -1.17 |
Estimation Period:
Oct 5, 2021 to Feb 6, 2026
Oct 5, 2021 to Feb 6, 2026
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