Catana Group Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.49% (-2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1855 | 5.19 | |
| 0.1514 | 5.65 | |
| 0.7714 | 21.64 | |
| 0.9357 | 4.89 | |
| -1.4949 | -4.41 | |
| 0.5894 | 2.16 | |
| 0.1608 | 0.80 | |
| -0.2695 | -1.72 | |
| 0.0755 | 0.45 | |
| -0.0351 | -0.20 | |
| 0.1076 | 0.63 | |
| -0.0884 | -0.43 |
Estimation Period:
May 17, 2005 to Feb 6, 2026
May 17, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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