Allgeier Se Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.50% (-2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7367 | 5.64 | |
| 0.1127 | 6.73 | |
| 0.6893 | 16.88 | |
| 0.0394 | 0.56 | |
| -0.0232 | -0.20 | |
| -0.0874 | -1.03 | |
| 0.1238 | 1.76 | |
| -0.0420 | -0.78 | |
| 0.0610 | 1.23 | |
| -0.2257 | -3.65 | |
| 0.3411 | 4.12 |
Estimation Period:
Jul 11, 2000 to Feb 6, 2026
Jul 11, 2000 to Feb 6, 2026
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