Elmera Group Asa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.36% (+44.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5711 | 6.55 | |
| 0.1392 | 2.87 | |
| 0.3467 | 2.17 | |
| 1.0237 | 2.89 | |
| -1.9488 | -3.72 | |
| 1.7866 | 4.48 | |
| -1.9716 | -4.06 | |
| 1.9746 | 3.13 | |
| -1.9228 | -1.42 |
Estimation Period:
Mar 21, 2018 to Feb 6, 2026
Mar 21, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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