Integra Essentia Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.49% (-7.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1154 | 4.23 | |
| 0.1496 | 6.66 | |
| 0.7765 | 20.90 | |
| -0.0059 | -0.01 | |
| 0.7221 | 0.91 | |
| -1.9155 | -2.79 | |
| 3.1182 | 3.97 | |
| -3.9545 | -4.47 | |
| 3.1190 | 3.80 | |
| -1.1378 | -1.56 | |
| -0.2470 | -0.42 | |
| 0.6255 | 0.76 |
Estimation Period:
Aug 20, 2013 to Feb 6, 2026
Aug 20, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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