Broadpeak SACA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.83% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3221 | 2.42 | |
| 0.3497 | 4.68 | |
| 0.2447 | 2.10 | |
| 0.7346 | 0.06 | |
| -15.0464 | -0.87 | |
| 33.4033 | 3.30 | |
| -28.9633 | -3.08 | |
| 4.6173 | 0.44 | |
| 13.9785 | 1.36 | |
| -8.4500 | -0.99 | |
| -7.2620 | -1.06 | |
| 13.5743 | 1.13 |
Estimation Period:
Jul 26, 2022 to Feb 6, 2026
Jul 26, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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