Disway Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.46% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9835 | 9.47 | |
| 0.1509 | 7.96 | |
| 0.6920 | 16.19 | |
| 0.0132 | 1.04 | |
| -0.0406 | -2.08 | |
| 0.0624 | 2.92 |
Estimation Period:
Mar 5, 2007 to Feb 6, 2026
Mar 5, 2007 to Feb 6, 2026
News Impact Curve
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