Lanson-BCC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.25% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9232 | 7.63 | |
| 0.2310 | 7.40 | |
| 0.5886 | 13.62 | |
| -0.0422 | -1.57 | |
| 0.0288 | 0.70 | |
| 0.0201 | 0.63 | |
| -0.0473 | -1.41 | |
| 0.1486 | 4.10 | |
| -0.2141 | -5.33 | |
| 0.2087 | 4.38 |
Estimation Period:
Dec 9, 1996 to Feb 6, 2026
Dec 9, 1996 to Feb 6, 2026
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