Gapwaves AB Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:59.75% (-16.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4004 | 4.64 | |
| 0.2031 | 3.63 | |
| 0.3676 | 2.84 | |
| 3.8954 | 1.59 | |
| -4.2685 | -0.94 | |
| 2.4091 | 0.55 | |
| -6.8619 | -1.63 | |
| 10.0391 | 2.93 | |
| -8.9122 | -3.51 | |
| 10.5355 | 4.87 | |
| -13.7373 | -5.64 | |
| 4.7155 | 1.19 |
Estimation Period:
Aug 19, 2020 to Feb 6, 2026
Aug 19, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities