Clime Investment Management Lt Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.63% (-3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1232 | 8.21 | |
| 0.1774 | 5.74 | |
| 0.5831 | 7.82 | |
| -0.1955 | -1.30 | |
| 0.8472 | 3.51 | |
| -1.3747 | -7.25 | |
| 1.1300 | 5.83 | |
| -0.5478 | -2.72 | |
| 0.0884 | 0.37 | |
| 0.2123 | 0.67 | |
| -0.2464 | -0.58 |
Estimation Period:
Dec 15, 2000 to Jan 23, 2026
Dec 15, 2000 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Clime Investment Management Lt Analyses
Other Spline-GARCH Analyses on International Equities