Almendral SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.58% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0796 | 3.29 | |
| 0.0551 | 5.05 | |
| 0.9170 | 47.95 | |
| -0.2838 | -3.14 | |
| 0.5416 | 4.11 | |
| -0.4315 | -3.96 | |
| 0.2252 | 2.09 | |
| -0.0772 | -0.91 | |
| 0.0676 | 0.97 | |
| -0.0810 | -0.96 | |
| 0.1532 | 1.50 | |
| -0.3084 | -2.70 | |
| 0.4240 | 2.91 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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