Ivp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.24% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9902 | 9.14 | |
| 0.1707 | 5.38 | |
| 0.5026 | 6.68 | |
| 0.6794 | 5.73 | |
| -0.8590 | -4.50 | |
| 0.4084 | 2.66 | |
| -0.5288 | -3.76 | |
| 0.5463 | 3.88 | |
| -0.3474 | -2.50 | |
| 0.0523 | 0.39 | |
| 0.2109 | 1.35 | |
| -0.4891 | -1.44 |
Estimation Period:
Sep 25, 2008 to Feb 13, 2026
Sep 25, 2008 to Feb 13, 2026
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