Inclusio SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.37% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8153 | 3.96 | |
| 0.2275 | 3.28 | |
| 0.2589 | 1.84 | |
| 4.3180 | 0.72 | |
| -1.9431 | -0.19 | |
| -6.0096 | -0.85 | |
| 1.9036 | 0.40 | |
| 9.5349 | 2.10 | |
| -16.5191 | -2.92 | |
| 15.0423 | 2.62 | |
| -12.1690 | -2.43 | |
| 11.0547 | 1.28 |
Estimation Period:
Dec 11, 2020 to Feb 6, 2026
Dec 11, 2020 to Feb 6, 2026
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