Estrima S P A Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.62% (-4.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6244 | 4.13 | |
| 0.3220 | 4.42 | |
| 0.2816 | 2.11 | |
| 2.8766 | 0.46 | |
| -8.6780 | -0.98 | |
| 9.3145 | 1.73 | |
| -1.3247 | -0.18 | |
| -5.7771 | -0.47 | |
| -0.0519 | -0.00 | |
| 18.1817 | 1.70 | |
| -34.6898 | -3.80 | |
| 36.4411 | 4.43 | |
| -28.7787 | -2.66 |
Estimation Period:
Dec 30, 2021 to Feb 6, 2026
Dec 30, 2021 to Feb 6, 2026
News Impact Curve
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