Geci International Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.17% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5913 | 2.04 | |
| 0.1280 | 4.82 | |
| 0.7720 | 17.92 | |
| -0.6228 | -1.74 | |
| 1.0324 | 2.10 | |
| -0.6925 | -2.25 | |
| 0.4005 | 1.38 | |
| 0.0587 | 0.22 | |
| -0.4933 | -1.74 | |
| 0.5155 | 1.89 | |
| -0.1985 | -0.70 | |
| -0.1483 | -0.47 | |
| -0.0623 | -0.18 |
Estimation Period:
May 10, 2001 to Feb 6, 2026
May 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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