Aurea Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.15% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8136 | 5.57 | |
| 0.1254 | 3.71 | |
| 0.6087 | 5.12 | |
| -1.3341 | -2.25 | |
| 2.6817 | 2.92 | |
| -2.8221 | -3.94 | |
| 3.2156 | 3.49 |
Estimation Period:
Nov 30, 2021 to Feb 6, 2026
Nov 30, 2021 to Feb 6, 2026
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