Ibi Invt House Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.16% (+7.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1109 | 8.43 | |
| 0.0667 | 3.82 | |
| 0.7968 | 13.56 | |
| 0.0448 | 2.09 | |
| -0.0786 | -2.42 | |
| 0.0796 | 4.08 | |
| -0.0671 | -3.79 | |
| 0.0401 | 1.64 |
Estimation Period:
Jan 23, 1995 to Feb 6, 2026
Jan 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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