Broadpeak SACA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.62% (-5.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2138 | 1.93 | |
| 0.4601 | 3.85 | |
| 0.2043 | 1.91 | |
| -8.6011 | -1.10 | |
| 4.0339 | 0.38 | |
| 14.7056 | 2.78 | |
| -19.4046 | -4.42 | |
| 12.6654 | 2.79 | |
| -1.2857 | -0.25 | |
| -5.3521 | -0.97 | |
| -0.8311 | -0.08 |
Estimation Period:
Jun 13, 2022 to Feb 6, 2026
Jun 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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