Dimand Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.98% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5385 | 2.81 | |
| 0.2489 | 3.35 | |
| 0.2863 | 1.66 | |
| -2.8138 | -0.40 | |
| -2.4675 | -0.24 | |
| 15.9344 | 2.00 | |
| -25.6720 | -3.47 | |
| 28.9890 | 4.98 | |
| -22.6410 | -4.01 | |
| 14.0061 | 1.96 | |
| -14.4194 | -1.83 | |
| 34.5257 | 3.58 |
Estimation Period:
Jul 6, 2022 to Feb 6, 2026
Jul 6, 2022 to Feb 6, 2026
News Impact Curve
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