Ekter Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.56% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0535 | 5.16 | |
| 0.1249 | 6.27 | |
| 0.7071 | 15.71 | |
| -0.0065 | -0.06 | |
| -0.0008 | -0.00 | |
| 0.0988 | 1.13 | |
| -0.2185 | -2.60 | |
| 0.3047 | 2.63 | |
| -0.4396 | -3.05 | |
| 0.4579 | 3.63 | |
| -0.3092 | -2.56 | |
| 0.2170 | 1.76 | |
| -0.2286 | -1.61 |
Estimation Period:
Apr 20, 2001 to Feb 6, 2026
Apr 20, 2001 to Feb 6, 2026
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