Cez A S Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.45% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4702 | 2.41 | |
| 0.0907 | 7.08 | |
| 0.8635 | 53.43 | |
| -0.0471 | -0.99 | |
| 0.0129 | 0.22 | |
| 0.0510 | 1.77 | |
| -0.0109 | -0.42 | |
| -0.0250 | -0.99 | |
| 0.0752 | 2.69 | |
| -0.1832 | -3.44 |
Estimation Period:
Jun 7, 1994 to Feb 6, 2026
Jun 7, 1994 to Feb 6, 2026
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