Ditas Dogan Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:103.76% (+30.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9578 | 6.34 | |
| 0.2088 | 9.41 | |
| 0.5538 | 12.73 | |
| 0.0783 | 1.41 | |
| -0.1610 | -1.99 | |
| 0.1508 | 2.76 | |
| -0.0573 | -1.04 | |
| -0.0821 | -1.23 | |
| 0.1871 | 2.63 | |
| -0.1928 | -3.03 | |
| 0.1287 | 2.05 | |
| -0.1224 | -1.65 | |
| 0.2265 | 2.40 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
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