Alfio Bardolla Tra Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.76% (+6.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7878 | 5.80 | |
| 0.2410 | 4.53 | |
| 0.5909 | 8.20 | |
| -0.1150 | -2.32 | |
| 0.1771 | 1.97 |
Estimation Period:
Jul 28, 2017 to Feb 6, 2026
Jul 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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