Emka AD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:109.43% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8159 | 3.37 | |
| 0.0698 | 4.49 | |
| 0.8390 | 22.68 | |
| -0.5447 | -2.83 | |
| 0.6157 | 2.32 | |
| -0.0505 | -0.23 | |
| -0.0803 | -0.37 | |
| 0.1944 | 0.94 | |
| -0.1206 | -0.41 | |
| -0.0576 | -0.16 | |
| 0.0636 | 0.22 | |
| -0.5373 | -1.55 | |
| 2.3262 | 2.34 |
Estimation Period:
Nov 1, 2006 to Feb 6, 2026
Nov 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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