Algoquant Fintech Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.74% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2718 | 8.45 | |
| 0.0828 | 3.24 | |
| 0.8702 | 15.40 | |
| 0.0285 | 0.24 | |
| -0.1638 | -0.81 | |
| 0.3165 | 1.37 | |
| -0.7691 | -2.06 | |
| 1.6863 | 2.26 | |
| -1.8531 | -1.53 | |
| 1.0328 | 0.81 | |
| -0.6332 | -0.72 | |
| 1.0964 | 1.72 |
Estimation Period:
Oct 21, 2008 to Feb 13, 2026
Oct 21, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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