Elixir Capital Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.66% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0563 | 7.52 | |
| 0.1629 | 7.73 | |
| 0.6181 | 12.38 | |
| -0.1556 | -2.70 | |
| 0.2960 | 3.69 | |
| -0.2312 | -4.97 | |
| 0.1174 | 2.40 | |
| 0.0131 | 0.21 | |
| -0.1795 | -1.54 |
Estimation Period:
Oct 30, 2008 to Feb 6, 2026
Oct 30, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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