E-Channelling Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.23% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6822 | 2.26 | |
| 0.1716 | 5.33 | |
| 0.5975 | 9.66 | |
| -0.4750 | -0.56 | |
| 0.5388 | 0.54 | |
| 0.2345 | 0.57 | |
| -0.7985 | -1.88 | |
| 1.1233 | 2.50 | |
| -1.1029 | -2.85 | |
| 1.0174 | 2.86 | |
| -1.5386 | -4.07 | |
| 1.6635 | 3.36 | |
| -0.4359 | -0.67 |
Estimation Period:
Feb 10, 2012 to Feb 6, 2026
Feb 10, 2012 to Feb 6, 2026
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