Brand 24 Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.33% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5936 | 5.69 | |
| 0.1068 | 3.51 | |
| 0.4343 | 2.95 | |
| 0.8597 | 0.82 | |
| 0.4327 | 0.28 | |
| -2.5611 | -2.20 | |
| 0.9997 | 0.72 | |
| 0.9077 | 0.75 | |
| -1.0630 | -1.17 | |
| 1.1271 | 0.98 | |
| -2.9646 | -2.41 | |
| 6.3175 | 6.17 | |
| -8.1972 | -6.89 |
Estimation Period:
Jan 30, 2018 to Jan 30, 2026
Jan 30, 2018 to Jan 30, 2026
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