Ideal Group Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.77% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 0.03 | |
| 0.5560 | 1.82 | |
| 0.4440 | 1.75 | |
| 0.9632 | 0.01 | |
| -12.8033 | -0.08 | |
| 33.4408 | 2.15 | |
| -32.3756 | -2.28 | |
| 10.9290 | 1.87 | |
| -0.2732 | -0.18 | |
| 0.2463 | 1.46 | |
| -0.2633 | -0.27 | |
| 0.1921 | 0.21 |
Estimation Period:
Aug 31, 1992 to Feb 13, 2026
Aug 31, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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