Goyal Associates Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:70.94% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3823 | 3,822,970.00 | |
| 0.1758 | 1,757,700.00 | |
| 0.8242 | 8,242,270.00 | |
| -4.2923 | -42,922,820.00 | |
| 17.2441 | 172,441,400.00 | |
| -25.4336 | -254,336,300.00 | |
| 19.5383 | 195,383,000.00 | |
| -12.3778 | -123,777,900.00 | |
| 8.8113 | 88,113,100.00 | |
| -5.3773 | -53,772,570.00 | |
| 2.8395 | 28,394,950.00 | |
| -1.6485 | -16,485,340.00 | |
| 1.5615 | 15,614,740.00 |
Estimation Period:
May 22, 2013 to Feb 6, 2026
May 22, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Goyal Associates Ltd Analyses
Other Spline-GARCH Analyses on International Equities