Dari Couspate Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:40.81% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5322 | 2.43 | |
| 0.2545 | 6.54 | |
| 0.3395 | 4.47 | |
| -0.7274 | -1.79 | |
| 0.8692 | 1.60 | |
| -0.0437 | -0.16 | |
| -0.4331 | -1.75 | |
| 1.0047 | 3.82 | |
| -1.5697 | -4.70 | |
| 1.6206 | 4.17 | |
| -0.7669 | -1.37 |
Estimation Period:
Jul 11, 2005 to Nov 28, 2025
Jul 11, 2005 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other Dari Couspate Analyses
Other Spline-GARCH Analyses on International Equities