Chernomorski Hldg Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:143.15% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6660 | 4.45 | |
| 0.0875 | 2.38 | |
| 0.2807 | 1.11 | |
| 1.1867 | 3.08 | |
| -1.2541 | -2.00 | |
| -0.4975 | -1.08 | |
| 1.5399 | 5.09 | |
| -1.4456 | -3.61 | |
| 0.3496 | 0.72 | |
| 0.4374 | 1.06 | |
| -0.6178 | -1.69 | |
| 0.7699 | 1.39 |
Estimation Period:
Nov 20, 2006 to Jan 1, 2026
Nov 20, 2006 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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