Creades Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.04% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7410 | 6.43 | |
| 0.0866 | 4.93 | |
| 0.8218 | 26.78 | |
| 0.1095 | 1.67 | |
| -0.1405 | -1.49 | |
| 0.1446 | 2.20 | |
| -0.3291 | -4.27 | |
| 0.3225 | 2.69 |
Estimation Period:
Feb 22, 2012 to Feb 6, 2026
Feb 22, 2012 to Feb 6, 2026
News Impact Curve
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