International Travel House Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.69% (+4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6980 | 5.15 | |
| 0.1687 | 6.22 | |
| 0.5258 | 8.23 | |
| -0.6433 | -4.91 | |
| 0.7277 | 3.77 | |
| 0.1559 | 1.20 | |
| -0.4881 | -4.01 | |
| 0.3958 | 2.94 | |
| -0.0921 | -0.73 | |
| -0.2029 | -1.88 | |
| 0.1742 | 1.37 | |
| -0.1247 | -0.62 |
Estimation Period:
May 29, 2007 to Feb 6, 2026
May 29, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other International Travel House Analyses
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