Compremum S A Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:90.25% (-4.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3382 | 8.25 | |
| 0.1398 | 5.03 | |
| 0.2848 | 2.93 | |
| 0.7961 | 5.18 | |
| -1.1937 | -4.97 | |
| 0.5073 | 2.80 | |
| 0.0973 | 0.52 | |
| -0.4632 | -2.00 | |
| 0.5324 | 2.23 | |
| -0.5917 | -2.74 | |
| 0.3882 | 1.94 | |
| -0.0798 | -0.41 | |
| 0.6641 | 1.84 |
Estimation Period:
Jul 21, 2009 to Feb 6, 2026
Jul 21, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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