Festi HF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.93% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2399 | 5.05 | |
| 0.1559 | 3.33 | |
| 0.6381 | 4.99 | |
| -0.0011 | -0.18 |
Estimation Period:
Dec 19, 2013 to Feb 6, 2026
Dec 19, 2013 to Feb 6, 2026
News Impact Curve
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