CWD Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.65% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6749 | 3.79 | |
| 0.1894 | 2.98 | |
| 0.2889 | 1.54 | |
| -6.6396 | -2.75 | |
| 11.6307 | 3.21 | |
| -8.8623 | -3.54 | |
| 5.7385 | 2.37 | |
| -2.5961 | -1.11 | |
| -0.8539 | -0.38 | |
| 8.5381 | 3.00 |
Estimation Period:
Oct 13, 2021 to Feb 6, 2026
Oct 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities