Cez A S Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.01% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8295 | 7.98 | |
| 0.1431 | 5.73 | |
| 0.7074 | 14.17 | |
| -0.3446 | -3.92 | |
| 0.5218 | 3.88 | |
| -0.2398 | -2.54 | |
| 0.0435 | 0.49 | |
| -0.0295 | -0.30 | |
| 0.3534 | 3.35 | |
| -0.6753 | -6.21 | |
| 0.6053 | 4.35 |
Estimation Period:
Feb 19, 2007 to Feb 6, 2026
Feb 19, 2007 to Feb 6, 2026
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