Ab Ignitis Grupe Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.18% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5711 | 2.94 | |
| 0.2872 | 4.77 | |
| 0.3573 | 3.08 | |
| 6.8380 | 3.15 | |
| -10.4578 | -3.28 | |
| 4.6527 | 2.58 | |
| -0.9118 | -0.60 | |
| 1.0337 | 0.64 | |
| -2.9367 | -1.77 | |
| 2.9024 | 1.24 |
Estimation Period:
Oct 7, 2020 to Feb 6, 2026
Oct 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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