B2 Impact ASA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.14% (+3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7024 | 3.52 | |
| 0.0467 | 3.09 | |
| 0.9118 | 27.89 | |
| -0.5807 | -2.55 | |
| 1.1927 | 3.64 | |
| -1.1207 | -5.10 | |
| 0.5961 | 3.38 | |
| 0.0605 | 0.31 | |
| -0.2596 | -0.70 |
Estimation Period:
Dec 4, 2014 to Feb 13, 2026
Dec 4, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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