Albena AD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:114.26% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2585 | 2.38 | |
| 0.1289 | 5.15 | |
| 0.6846 | 12.29 | |
| -0.2017 | -0.62 | |
| 0.1661 | 0.39 | |
| 0.3159 | 1.34 | |
| -0.5740 | -2.72 | |
| 0.3960 | 1.93 | |
| -0.0616 | -0.32 | |
| 0.0018 | 0.01 | |
| -0.1149 | -0.50 | |
| -0.1651 | -0.56 | |
| 1.5981 | 2.13 |
Estimation Period:
Nov 14, 2006 to Feb 6, 2026
Nov 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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