ITF Group AD Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1,459.49% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0453 | 1.62 | |
| 0.0456 | 0.92 | |
| 0.5294 | 0.77 | |
| 159.2999 | 6.42 | |
| -213.3697 | -5.48 | |
| 62.4597 | 1.97 | |
| -5.0512 | -0.16 | |
| 4.3750 | 0.18 | |
| -20.1432 | -0.94 | |
| 9.6523 | 0.31 | |
| 71.6804 | 1.68 |
Estimation Period:
Nov 21, 2023 to Jan 30, 2026
Nov 21, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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