E7 Group PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.02% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2473 | 3.84 | |
| 0.2648 | 4.23 | |
| 0.0959 | 0.74 | |
| 24.3141 | 3.63 | |
| -37.5901 | -3.75 | |
| 25.2678 | 3.57 | |
| -21.1734 | -2.86 | |
| 15.5824 | 2.13 | |
| -13.6763 | -1.48 | |
| 8.4141 | 0.83 | |
| 10.9598 | 1.36 | |
| -29.2149 | -3.39 | |
| 29.1520 | 2.84 |
Estimation Period:
May 30, 2022 to Feb 6, 2026
May 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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