IRESS Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.25% (+7.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1190 | 8.21 | |
| 0.1092 | 5.76 | |
| 0.5339 | 7.58 | |
| -0.0461 | -1.11 | |
| 0.1463 | 2.45 | |
| -0.2271 | -5.93 | |
| 0.2152 | 5.55 | |
| -0.1280 | -2.72 | |
| 0.0878 | 1.56 | |
| -0.0618 | -0.89 | |
| -0.0663 | -0.57 |
Estimation Period:
Nov 3, 2000 to Feb 6, 2026
Nov 3, 2000 to Feb 6, 2026
News Impact Curve
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