CIE Financiere Tradition Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.42% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0767 | 3.68 | |
| 0.1101 | 7.68 | |
| 0.8276 | 35.64 | |
| 0.3363 | 3.59 | |
| -0.4665 | -2.67 | |
| 0.0646 | 0.42 | |
| 0.2169 | 1.93 | |
| -0.2393 | -2.80 | |
| 0.1219 | 1.44 | |
| -0.0827 | -1.11 | |
| 0.0985 | 1.46 | |
| -0.0788 | -1.07 | |
| 0.1275 | 1.29 |
Estimation Period:
Jan 2, 1992 to Feb 6, 2026
Jan 2, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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