Chrysalis Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.17% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2287 | 1.00 | |
| 0.1455 | 7.01 | |
| 0.8540 | 40.77 | |
| -0.1764 | -4.34 |
Estimation Period:
Nov 6, 2018 to Feb 6, 2026
Nov 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Chrysalis Investments Ltd Analyses
Other Spline-GARCH Analyses on International Equities