Integrated Capital Services Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:79.73% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2668 | 2.43 | |
| 0.1658 | 6.48 | |
| 0.7574 | 18.79 | |
| 1.8348 | 2.10 | |
| -1.8916 | -1.59 | |
| -1.4677 | -1.72 | |
| 3.4092 | 3.14 | |
| -2.4460 | -1.92 | |
| 0.2404 | 0.22 | |
| 0.5202 | 0.60 | |
| -0.4734 | -0.63 | |
| 1.0369 | 1.26 |
Estimation Period:
Jul 14, 2015 to Feb 6, 2026
Jul 14, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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