Delta Plus Group Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.77% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5744 | 4.33 | |
| 0.1094 | 5.27 | |
| 0.7649 | 15.86 | |
| -0.3435 | -3.44 | |
| 0.3226 | 2.18 | |
| 0.2130 | 1.97 | |
| -0.4403 | -3.89 | |
| 0.4786 | 4.44 | |
| -0.3647 | -3.89 | |
| 0.2113 | 2.55 | |
| -0.1089 | -1.37 | |
| -0.0056 | -0.07 | |
| 0.0911 | 0.90 |
Estimation Period:
Jul 1, 1999 to Feb 6, 2026
Jul 1, 1999 to Feb 6, 2026
News Impact Curve
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