Le Groupe Idi Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.84% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7061 | 4.60 | |
| 0.2322 | 6.42 | |
| 0.6784 | 16.80 | |
| 0.4208 | 6.09 | |
| -0.7118 | -5.75 | |
| 0.4804 | 4.60 | |
| -0.3013 | -3.53 | |
| 0.2159 | 2.47 | |
| -0.1479 | -1.56 | |
| 0.0371 | 0.35 | |
| -0.0834 | -0.37 |
Estimation Period:
Feb 21, 1992 to Feb 6, 2026
Feb 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Le Groupe Idi Analyses
Other Spline-GARCH Analyses on International Equities