Techstep ASA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.99% (-3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1165 | 4.19 | |
| 0.2056 | 4.44 | |
| 0.1906 | 1.40 | |
| -0.4194 | -0.25 | |
| 2.0244 | 0.85 | |
| 0.1560 | 0.12 | |
| -7.2179 | -6.48 | |
| 9.6180 | 8.24 | |
| -5.9686 | -4.99 | |
| 2.8516 | 1.95 |
Estimation Period:
May 5, 2020 to Feb 13, 2026
May 5, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Techstep ASA Analyses
Other Spline-GARCH Analyses on International Equities