After YOU PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.31% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9017 | 4.70 | |
| 0.0464 | 2.36 | |
| 0.7217 | 5.12 | |
| -0.2650 | -0.30 | |
| -0.1528 | -0.12 | |
| 1.5186 | 1.74 | |
| -2.5413 | -3.10 | |
| 1.4710 | 1.87 | |
| 1.3219 | 1.92 | |
| -2.7367 | -3.95 | |
| 2.8714 | 3.66 | |
| -2.5677 | -2.23 | |
| 0.9377 | 0.56 |
Estimation Period:
Dec 23, 2016 to Feb 13, 2026
Dec 23, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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