Estithmar Holding Q P S C Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:20.01% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6888 | 3.63 | |
| 0.2201 | 3.89 | |
| 0.5383 | 6.64 | |
| 2.9980 | 2.40 | |
| -3.9442 | -1.93 | |
| 1.7374 | 1.36 | |
| -1.8254 | -2.28 | |
| 2.1585 | 3.26 | |
| -2.4310 | -4.09 | |
| 1.6893 | 2.95 | |
| 0.6336 | 0.97 | |
| -2.1642 | -1.94 |
Estimation Period:
Aug 16, 2017 to Feb 12, 2026
Aug 16, 2017 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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