Jasmine International PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.27% (+9.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7253 | 2.81 | |
| 0.1825 | 7.73 | |
| 0.7379 | 23.77 | |
| 0.1581 | 1.39 | |
| -0.3088 | -1.85 | |
| 0.1621 | 1.35 | |
| 0.0223 | 0.22 | |
| -0.0492 | -0.61 | |
| 0.0080 | 0.10 | |
| 0.0206 | 0.20 | |
| 0.0080 | 0.08 | |
| -0.0027 | -0.03 | |
| -0.1916 | -1.09 |
Estimation Period:
Sep 8, 1994 to Feb 6, 2026
Sep 8, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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