Ab Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.29% (-4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8604 | 4.47 | |
| 0.1280 | 5.41 | |
| 0.4673 | 5.23 | |
| -0.4221 | -2.97 | |
| 0.4701 | 2.55 | |
| 0.0888 | 0.93 | |
| -0.2241 | -2.45 | |
| 0.0555 | 0.53 | |
| 0.2540 | 2.25 | |
| -0.5482 | -4.96 | |
| 0.5802 | 5.37 | |
| -0.6136 | -3.98 |
Estimation Period:
Oct 5, 2006 to Feb 6, 2026
Oct 5, 2006 to Feb 6, 2026
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