Enjoy Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.96% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5777 | 3.76 | |
| 0.1665 | 6.49 | |
| 0.7705 | 22.69 | |
| -0.3608 | -0.99 | |
| 0.6320 | 0.96 | |
| -0.7007 | -1.05 | |
| 0.8357 | 1.46 | |
| -0.7529 | -1.72 | |
| 0.7070 | 1.51 | |
| -0.3502 | -0.75 | |
| -0.3708 | -0.84 | |
| 0.9475 | 1.54 | |
| -2.2936 | -2.60 |
Estimation Period:
Oct 7, 2009 to Feb 6, 2026
Oct 7, 2009 to Feb 6, 2026
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