Albert David Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.55% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0552 | 6.97 | |
| 0.1297 | 4.50 | |
| 0.5376 | 6.18 | |
| 0.0821 | 0.52 | |
| 0.0605 | 0.24 | |
| -0.4374 | -2.43 | |
| 0.5082 | 2.92 | |
| -0.2493 | -1.38 | |
| -0.1614 | -0.97 | |
| 0.6224 | 3.82 | |
| -1.2176 | -5.40 |
Estimation Period:
Jan 5, 2010 to Feb 6, 2026
Jan 5, 2010 to Feb 6, 2026
News Impact Curve
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