Alfa Financial SOF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.33% (-11.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5652 | 3.55 | |
| 0.1830 | 4.10 | |
| 0.3400 | 2.76 | |
| 1.3148 | 0.86 | |
| -3.6902 | -1.77 | |
| 4.3295 | 2.86 | |
| -3.8211 | -3.02 | |
| 3.5369 | 3.72 | |
| -2.9876 | -3.51 | |
| 2.5677 | 3.14 | |
| -2.6946 | -2.03 | |
| 2.8244 | 1.40 | |
| -2.3961 | -1.01 |
Estimation Period:
Jun 1, 2017 to Feb 6, 2026
Jun 1, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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