IBI MANAGING&UNDERWRITING Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.50% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0617 | 4.53 | |
| 0.0622 | 3.64 | |
| 0.8895 | 24.40 | |
| 0.0391 | 0.31 | |
| -0.1635 | -0.92 | |
| 0.3492 | 3.48 | |
| -0.3967 | -3.30 | |
| 0.2272 | 1.42 | |
| -0.0847 | -0.50 | |
| 0.1397 | 0.82 |
Estimation Period:
Mar 8, 2010 to Feb 6, 2026
Mar 8, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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