Cosmo First Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.09% (-4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5533 | 5.75 | |
| 0.1619 | 7.66 | |
| 0.6832 | 19.54 | |
| -0.2423 | -4.00 | |
| 0.2270 | 2.59 | |
| 0.0800 | 1.75 | |
| -0.1429 | -2.90 | |
| 0.2186 | 3.87 | |
| -0.2816 | -4.47 | |
| 0.2792 | 4.77 | |
| -0.2818 | -4.99 | |
| 0.3126 | 4.28 |
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Oct 9, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cosmo First Limited Analyses
Other Spline-GARCH Analyses on International Equities