ABC arbitrage Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.03% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4919 | 7.14 | |
| 0.1640 | 8.75 | |
| 0.7493 | 25.70 | |
| -0.0412 | -2.91 | |
| 0.0602 | 2.82 | |
| -0.0155 | -1.10 | |
| 0.0116 | 0.68 |
Estimation Period:
Feb 2, 1999 to Feb 6, 2026
Feb 2, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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