Eo2 Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.28% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4484 | 14,483,970.00 | |
| 0.5063 | 5,062,880.00 | |
| 0.4194 | 4,194,210.00 | |
| -20.7849 | -207,848,900.00 | |
| 71.9699 | 719,699,000.00 | |
| -106.9711 | -1,069,711,000.00 |
Estimation Period:
Jun 1, 2007 to Feb 6, 2026
Jun 1, 2007 to Feb 6, 2026
News Impact Curve
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