Coil Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.83% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0459 | 5.83 | |
| 0.2057 | 6.34 | |
| 0.6518 | 15.04 | |
| -0.0358 | -0.40 | |
| 0.0603 | 0.39 | |
| -0.0370 | -0.23 | |
| 0.0116 | 0.08 | |
| 0.0146 | 0.11 | |
| 0.0478 | 0.39 | |
| -0.2941 | -2.25 | |
| 0.5013 | 3.29 | |
| -0.4087 | -2.21 | |
| 0.0408 | 0.21 |
Estimation Period:
Dec 7, 1999 to Feb 6, 2026
Dec 7, 1999 to Feb 6, 2026
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