Altamir Sca Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.95% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5058 | 2.53 | |
| 0.2356 | 3.28 | |
| 0.4109 | 2.73 | |
| 2.3427 | 0.16 | |
| -15.1885 | -0.71 | |
| 31.0676 | 2.99 | |
| -38.8845 | -3.73 | |
| 38.9111 | 3.69 | |
| -29.8585 | -2.92 | |
| 22.7315 | 1.70 | |
| -24.4021 | -1.66 | |
| 23.1732 | 2.10 |
Estimation Period:
Jun 15, 2022 to Feb 6, 2026
Jun 15, 2022 to Feb 6, 2026
News Impact Curve
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