Demisas Dokum Emaye Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.97% (-5.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2015 | 4.93 | |
| 0.2534 | 8.77 | |
| 0.4698 | 9.65 | |
| 0.0747 | 1.06 | |
| -0.1552 | -1.55 | |
| 0.2371 | 3.95 | |
| -0.3015 | -5.39 | |
| 0.2158 | 3.72 | |
| -0.0022 | -0.04 | |
| -0.1700 | -2.62 | |
| 0.1530 | 2.27 | |
| -0.1682 | -1.59 |
Estimation Period:
Jul 28, 1997 to Feb 6, 2026
Jul 28, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Demisas Dokum Emaye Analyses
Other Spline-GARCH Analyses on International Equities