Cartavio SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.55% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4011 | 2.67 | |
| 0.0759 | 3.68 | |
| 0.8426 | 17.67 | |
| 0.7379 | 1.03 | |
| -1.3204 | -1.28 | |
| 1.3354 | 2.37 | |
| -1.7110 | -3.59 | |
| 1.8441 | 3.28 | |
| -1.1658 | -1.98 | |
| 0.1702 | 0.31 | |
| -0.1132 | -0.18 | |
| 0.5734 | 0.72 | |
| -0.7250 | -0.74 |
Estimation Period:
Jul 16, 2001 to Feb 6, 2026
Jul 16, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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