Bourse Direct Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.37% (+12.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2884 | 4.92 | |
| 0.1268 | 7.22 | |
| 0.8218 | 36.21 | |
| 0.0427 | 2.46 | |
| -0.0633 | -2.31 | |
| 0.0436 | 2.27 | |
| -0.0672 | -3.45 |
Estimation Period:
Nov 11, 1999 to Feb 6, 2026
Nov 11, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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