ForteBank JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.09% (+3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8806 | 2.05 | |
| 0.3735 | 5.17 | |
| 0.5804 | 9.76 | |
| 2.3057 | 0.44 | |
| -16.5750 | -1.95 | |
| 35.5412 | 4.93 | |
| -31.8925 | -3.79 | |
| 11.8219 | 1.50 | |
| -5.4533 | -1.21 | |
| 13.1014 | 2.97 | |
| -17.1946 | -3.74 | |
| 19.0277 | 4.66 | |
| -29.4298 | -3.83 |
Estimation Period:
May 16, 2016 to Feb 13, 2026
May 16, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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