Amoeba SAS Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.36% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8022 | 3.91 | |
| 0.1742 | 2.92 | |
| 0.3823 | 3.14 | |
| 1.1685 | 1.16 | |
| -0.1764 | -0.10 | |
| -1.8470 | -1.20 | |
| 1.6815 | 1.39 | |
| -2.6004 | -2.46 | |
| 3.5820 | 3.68 | |
| -3.1012 | -2.76 | |
| 2.0471 | 1.83 | |
| -0.8911 | -0.88 | |
| -0.7141 | -0.42 |
Estimation Period:
Jul 9, 2015 to Feb 6, 2026
Jul 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities