Cpr Gomu Industrial Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.35% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0455 | 2.76 | |
| 0.1994 | 6.04 | |
| 0.7672 | 24.91 | |
| 0.2457 | 1.08 | |
| -0.3708 | -1.19 | |
| 0.2259 | 1.38 | |
| -0.1153 | -0.73 | |
| -0.1558 | -0.79 | |
| 0.4710 | 1.93 | |
| -0.5514 | -2.03 | |
| 0.4815 | 1.69 |
Estimation Period:
Mar 18, 2005 to Feb 6, 2026
Mar 18, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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