Doan XA Port Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.36% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6380 | 7.56 | |
| 0.1239 | 7.01 | |
| 0.7612 | 21.35 | |
| 0.1211 | 1.97 | |
| -0.1014 | -1.03 | |
| -0.0683 | -0.85 | |
| 0.1422 | 1.77 | |
| -0.2320 | -2.85 | |
| 0.2693 | 2.04 |
Estimation Period:
Dec 23, 2008 to Feb 6, 2026
Dec 23, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Doan XA Port Analyses
Other Spline-GARCH Analyses on International Equities