Oulmes Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.40% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0817 | 0.95 | |
| 0.0839 | 3.24 | |
| 0.8745 | 18.75 | |
| -1.4074 | -0.92 | |
| 1.3741 | 0.70 | |
| 0.0839 | 0.13 | |
| -0.3283 | -0.68 | |
| 0.9234 | 1.54 | |
| -1.9328 | -2.95 | |
| 2.3728 | 3.69 | |
| -1.3255 | -2.04 | |
| 0.6272 | 0.81 |
Estimation Period:
Jul 1, 1996 to Feb 6, 2026
Jul 1, 1996 to Feb 6, 2026
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