Aalberts NV Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.03% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9449 | 3.89 | |
| 0.1064 | 9.30 | |
| 0.8326 | 51.58 | |
| -0.0882 | -1.52 | |
| 0.2399 | 2.87 | |
| -0.2818 | -5.22 | |
| 0.1718 | 3.14 | |
| 0.0047 | 0.08 | |
| -0.1528 | -2.60 | |
| 0.1514 | 2.92 | |
| 0.0174 | 0.42 | |
| -0.1103 | -2.50 | |
| 0.0613 | 0.84 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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