Datamatics Global Services Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.74% (-3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9795 | 5.01 | |
| 0.1073 | 5.72 | |
| 0.7371 | 16.23 | |
| 0.1686 | 1.60 | |
| -0.4147 | -2.77 | |
| 0.5352 | 6.37 | |
| -0.4806 | -6.33 | |
| 0.2452 | 3.13 | |
| -0.0360 | -0.44 | |
| -0.0580 | -0.60 | |
| 0.0502 | 0.33 |
Estimation Period:
Sep 1, 2004 to Feb 6, 2026
Sep 1, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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