Hektas Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.91% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3235 | 4.38 | |
| 0.1330 | 7.91 | |
| 0.7233 | 18.66 | |
| -0.0620 | -3.50 | |
| 0.0921 | 3.84 | |
| -0.0402 | -2.64 | |
| 0.0444 | 2.17 | |
| -0.0877 | -3.19 |
Estimation Period:
Mar 6, 1995 to Feb 6, 2026
Mar 6, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities