One SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:81.20% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1284 | 5.00 | |
| 0.0947 | 4.95 | |
| 0.8144 | 17.49 | |
| 0.1171 | 0.38 | |
| -0.2061 | -0.44 | |
| 0.2071 | 0.65 | |
| -0.1910 | -0.56 | |
| -0.0231 | -0.06 | |
| 0.4243 | 1.16 | |
| -0.7059 | -1.90 | |
| 0.9168 | 2.50 | |
| -1.3482 | -3.27 | |
| 1.7636 | 2.90 |
Estimation Period:
Jan 19, 2010 to Jan 30, 2026
Jan 19, 2010 to Jan 30, 2026
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