Alony Hetz Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:28.63% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0204 | 7.80 | |
| 0.0516 | 7.27 | |
| 0.9315 | 103.22 | |
| 0.0074 | 7.97 |
Estimation Period:
Nov 13, 1998 to Feb 13, 2026
Nov 13, 1998 to Feb 13, 2026
News Impact Curve
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