Cesme Altinyunos Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.96% (-6.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5278 | 7.50 | |
| 0.2144 | 11.04 | |
| 0.6241 | 19.78 | |
| 0.0036 | 0.25 | |
| 0.0063 | 0.30 | |
| -0.0126 | -0.94 | |
| 0.0335 | 2.40 | |
| -0.0922 | -3.94 |
Estimation Period:
Jan 4, 1993 to Feb 13, 2026
Jan 4, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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