Integrated System Credit GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.87% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3906 | 17.04 | |
| 0.2337 | 17.14 | |
| 0.6243 | 38.95 |
Estimation Period:
Dec 22, 2021 to Feb 13, 2026
Dec 22, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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