Laboratorio Reig Jofre Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.93% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8150 | 2.82 | |
| 0.2548 | 4.34 | |
| 0.3028 | 3.21 | |
| 8.0115 | 2.87 | |
| -13.6114 | -3.44 | |
| 6.8542 | 2.44 | |
| -1.1903 | -0.45 | |
| -0.3771 | -0.17 | |
| 0.5175 | 0.23 | |
| 0.6733 | 0.24 | |
| -1.5923 | -0.49 | |
| 0.1182 | 0.04 | |
| 3.0464 | 1.03 |
Estimation Period:
Jul 1, 2019 to Jan 30, 2026
Jul 1, 2019 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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