Cravatex Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.49% (-3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9935 | 12.06 | |
| 0.0963 | 4.86 | |
| 0.7384 | 12.06 | |
| -0.0040 | -1.80 |
Estimation Period:
Nov 24, 2010 to Feb 6, 2026
Nov 24, 2010 to Feb 6, 2026
News Impact Curve
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