Central Depository Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.81% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3879 | 7.82 | |
| 0.0819 | 3.34 | |
| 0.7434 | 10.64 | |
| 0.7228 | 6.06 | |
| -1.2362 | -6.75 | |
| 0.9680 | 6.63 | |
| -1.0175 | -4.01 |
Estimation Period:
Jun 30, 2017 to Feb 6, 2026
Jun 30, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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