Andrew Yule & Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.26% (+3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6413 | 4.53 | |
| 0.1296 | 6.71 | |
| 0.7352 | 20.06 | |
| -0.1242 | -1.16 | |
| 0.2937 | 1.90 | |
| -0.1941 | -1.65 | |
| -0.0509 | -0.38 | |
| 0.2257 | 1.64 | |
| -0.3508 | -2.73 | |
| 0.3970 | 3.28 | |
| -0.6008 | -3.15 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
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