Cyan Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.47% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0826 | 9.77 | |
| 0.2014 | 9.14 | |
| 0.4639 | 8.37 | |
| -0.0940 | -1.07 | |
| 0.0472 | 0.33 | |
| 0.2931 | 1.87 | |
| -0.5634 | -2.89 | |
| 0.5834 | 3.94 | |
| -0.3382 | -3.43 | |
| -0.0016 | -0.02 | |
| 0.1201 | 1.18 | |
| -0.0418 | -0.23 |
Estimation Period:
Nov 23, 2005 to Feb 6, 2026
Nov 23, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities