Frontier Asset Glbl SM CAP Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.04% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9915 | 4.41 | |
| 0.1490 | 1.29 | |
| 0.6283 | 3.51 | |
| -0.4067 | -0.35 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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