Investment Corp Bang Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.19% (+2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0464 | 5.88 | |
| 0.2593 | 30.76 | |
| 0.7388 | 91.06 | |
| -0.1940 | -0.99 | |
| 0.3469 | 1.20 | |
| -0.4719 | -1.55 | |
| 1.0871 | 2.10 | |
| -4.4635 | -7.08 | |
| 11.3042 | 13.54 | |
| -19.9083 | -5.95 |
Estimation Period:
Aug 5, 2008 to Feb 5, 2026
Aug 5, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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