Hepsor As Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.74% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9465 | 3.77 | |
| 0.3840 | 5.17 | |
| 0.0979 | 1.24 | |
| 13.2080 | 3.00 | |
| -21.0064 | -3.38 | |
| 12.5126 | 3.05 | |
| -2.9526 | -0.66 | |
| -3.8851 | -0.81 | |
| 1.2195 | 0.30 | |
| 7.0463 | 1.70 | |
| -15.6467 | -2.81 | |
| 14.8381 | 2.03 |
Estimation Period:
Nov 26, 2021 to Feb 6, 2026
Nov 26, 2021 to Feb 6, 2026
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