Action Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.50% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9960 | 4.39 | |
| 0.1385 | 3.65 | |
| 0.6706 | 8.56 | |
| -0.0926 | -0.58 | |
| 0.0160 | 0.07 | |
| 0.1602 | 0.74 | |
| 0.0035 | 0.02 | |
| -0.0521 | -0.21 | |
| -0.2332 | -0.84 | |
| 0.3909 | 1.20 | |
| -0.6822 | -2.19 | |
| 1.0344 | 4.67 | |
| -0.8784 | -2.27 |
Estimation Period:
Aug 24, 2006 to Feb 6, 2026
Aug 24, 2006 to Feb 6, 2026
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