Fenie Brossette Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.22% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8657 | 7.22 | |
| 0.1466 | 8.54 | |
| 0.7453 | 22.15 | |
| 0.0602 | 3.41 | |
| -0.1357 | -5.22 | |
| 0.1733 | 7.13 |
Estimation Period:
Dec 7, 2006 to Feb 6, 2026
Dec 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fenie Brossette Analyses
Other Spline-GARCH Analyses on International Equities