Archos Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.33% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8563 | 6.03 | |
| 0.1705 | 6.97 | |
| 0.7489 | 22.26 | |
| -0.0296 | -0.44 | |
| 0.0955 | 0.82 | |
| -0.2040 | -2.14 | |
| 0.2700 | 3.22 | |
| -0.1667 | -1.77 | |
| 0.1012 | 0.97 | |
| -0.4128 | -3.11 |
Estimation Period:
Feb 14, 2002 to Feb 6, 2026
Feb 14, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities