Arco Vara As Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.77% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4796 | 3.02 | |
| 0.1912 | 7.82 | |
| 0.7076 | 24.33 | |
| -0.6944 | -3.37 | |
| 0.9560 | 3.58 | |
| -0.4498 | -3.33 | |
| 0.3480 | 2.04 | |
| -0.2762 | -1.29 | |
| 0.0552 | 0.27 | |
| 0.2308 | 1.32 | |
| -0.2081 | -0.78 |
Estimation Period:
Jun 22, 2007 to Feb 13, 2026
Jun 22, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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