Domiki Kritis SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.13% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6857 | 4.77 | |
| 0.0956 | 6.30 | |
| 0.8584 | 37.56 | |
| 0.4665 | 5.42 | |
| -0.6705 | -4.40 | |
| 0.2574 | 1.81 | |
| 0.0479 | 0.36 | |
| -0.3332 | -2.10 | |
| 0.5341 | 2.98 | |
| -0.6623 | -4.11 | |
| 0.6439 | 4.29 | |
| -0.4199 | -1.97 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Domiki Kritis SA Analyses
Other Spline-GARCH Analyses on International Equities