Cembre SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.84% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6824 | 4.23 | |
| 0.1578 | 2.17 | |
| 0.4692 | 2.07 | |
| -9.1584 | -2.08 | |
| 14.1700 | 2.09 | |
| -6.3192 | -1.37 | |
| -2.3693 | -0.45 |
Estimation Period:
Dec 8, 2023 to Feb 6, 2026
Dec 8, 2023 to Feb 6, 2026
News Impact Curve
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