Somec SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.03% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3197 | 5.06 | |
| 0.0796 | 0.68 | |
| 0.1151 | 0.12 | |
| 24.5734 | 2.63 | |
| -53.9604 | -3.01 |
Estimation Period:
Jun 5, 2025 to Feb 13, 2026
Jun 5, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities