D.L.S.I. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.85% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6889 | 3.80 | |
| 0.1528 | 4.69 | |
| 0.6960 | 11.55 | |
| -0.2212 | -1.80 | |
| 0.3523 | 2.05 | |
| -0.2402 | -2.14 | |
| 0.1260 | 0.92 | |
| 0.0396 | 0.28 | |
| -0.1203 | -0.81 | |
| 0.0786 | 0.32 |
Estimation Period:
Dec 26, 2006 to Feb 6, 2026
Dec 26, 2006 to Feb 6, 2026
News Impact Curve
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