Duke Capital Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.24% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8987 | 2.19 | |
| 0.1437 | 5.59 | |
| 0.7197 | 13.07 | |
| -2.6065 | -2.72 | |
| 3.3828 | 2.60 | |
| 0.2330 | 0.33 | |
| -2.2821 | -3.51 | |
| 1.8360 | 3.14 | |
| -0.7775 | -1.63 | |
| 0.4452 | 0.99 | |
| -0.6957 | -1.02 |
Estimation Period:
Jul 10, 2012 to Feb 6, 2026
Jul 10, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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