Verite Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.89% (+5.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3734 | 3.17 | |
| 0.2175 | 6.44 | |
| 0.6427 | 16.00 | |
| 0.2640 | 2.81 | |
| -0.3774 | -2.89 | |
| 0.1466 | 2.18 | |
| 0.0456 | 0.78 | |
| -0.1700 | -2.21 | |
| 0.1348 | 1.35 | |
| -0.1461 | -1.30 | |
| 0.2628 | 2.04 | |
| -0.4437 | -2.68 | |
| 0.6758 | 3.65 |
Estimation Period:
Jan 8, 1992 to Feb 13, 2026
Jan 8, 1992 to Feb 13, 2026
News Impact Curve
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