Authum Investment & Infrastr Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.02% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5356 | 5.39 | |
| 0.2289 | 6.19 | |
| 0.4195 | 5.11 | |
| 1.2052 | 5.46 | |
| -1.9168 | -5.87 | |
| 1.1536 | 4.90 | |
| -0.7470 | -2.31 | |
| 0.4379 | 1.24 | |
| -0.2838 | -0.75 |
Estimation Period:
Jun 11, 2015 to Feb 6, 2026
Jun 11, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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