FAD International Company Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.54% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1970 | 2.49 | |
| 0.1549 | 1.89 | |
| 0.7071 | 5.47 | |
| 66.9051 | 1.42 | |
| -108.1856 | -1.37 | |
| 79.0838 | 1.47 | |
| -74.3026 | -1.62 | |
| 64.2165 | 1.26 | |
| -33.2848 | -0.80 | |
| -6.4796 | -0.26 | |
| 20.8959 | 1.00 | |
| -16.3282 | -0.63 |
Estimation Period:
Nov 28, 2023 to Feb 5, 2026
Nov 28, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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