Frontier Capital Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20,234,450,029,590,625,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3009 | 23,008,980.00 | |
| 0.1262 | 1,261,510.00 | |
| 0.7366 | 7,365,520.00 | |
| -2.7486 | -27,485,920.00 | |
| -77.5984 | -775,984,400.00 | |
| 284.4316 | 2,844,316,000.00 | |
| -462.1739 | -4,621,739,000.00 | |
| 536.6143 | 5,366,143,000.00 | |
| -553.7483 | -5,537,483,000.00 | |
| 496.3710 | 4,963,710,000.00 | |
| -290.7983 | -2,907,983,000.00 | |
| 39.2869 | 392,869,000.00 |
Estimation Period:
Jul 4, 2000 to Feb 6, 2026
Jul 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Frontier Capital Limited Analyses
Other Spline-GARCH Analyses on International Equities