Mordechai Aviv Taasiot Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:22.36% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8949 | 4.09 | |
| 0.0736 | 3.95 | |
| 0.7828 | 11.43 | |
| 0.3581 | 2.29 | |
| -0.4923 | -2.14 | |
| 0.1997 | 1.45 | |
| 0.0085 | 0.07 | |
| -0.1568 | -1.30 | |
| 0.0230 | 0.19 | |
| 0.1226 | 0.72 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Mordechai Aviv Taasiot Analyses
Other Spline-GARCH Analyses on International Equities