Encres Dubuit Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.34% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2704 | 6.47 | |
| 0.0822 | 4.42 | |
| 0.7332 | 10.55 | |
| -0.0601 | -0.64 | |
| 0.0799 | 0.56 | |
| 0.1222 | 0.99 | |
| -0.3055 | -2.10 | |
| 0.3184 | 2.23 | |
| -0.3312 | -2.76 | |
| 0.2746 | 2.12 | |
| -0.1366 | -0.87 | |
| 0.1111 | 0.73 | |
| -0.1524 | -0.95 |
Estimation Period:
Mar 6, 2000 to Feb 6, 2026
Mar 6, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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