Caspian Corporate Services Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.16% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4215 | 2.00 | |
| 0.2312 | 5.82 | |
| 0.5931 | 7.59 | |
| -1.4310 | -1.37 | |
| 2.0625 | 1.29 | |
| -0.9520 | -0.70 | |
| 1.0112 | 0.72 | |
| -1.6556 | -1.15 | |
| 2.5814 | 1.76 | |
| -3.0709 | -2.72 | |
| 1.7430 | 2.77 | |
| -0.0918 | -0.19 | |
| -0.8583 | -1.43 |
Estimation Period:
Jan 10, 2014 to Feb 6, 2026
Jan 10, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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