HT5 AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.64% (+3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7846 | 3.74 | |
| 0.1457 | 6.68 | |
| 0.7034 | 14.97 | |
| 0.2642 | 0.83 | |
| -0.6166 | -1.39 | |
| 0.5421 | 2.26 | |
| 0.0362 | 0.18 | |
| -0.5282 | -3.25 | |
| 0.7008 | 3.17 | |
| -0.9492 | -3.38 | |
| 0.9981 | 3.75 | |
| -0.3766 | -1.63 | |
| -0.7963 | -1.82 |
Estimation Period:
Aug 29, 2006 to Feb 6, 2026
Aug 29, 2006 to Feb 6, 2026
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