Salmar Asa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.09% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6754 | 7.63 | |
| 0.0818 | 3.69 | |
| 0.8674 | 24.55 | |
| -0.1648 | -5.06 | |
| 0.2260 | 4.27 | |
| -0.0759 | -1.77 | |
| 0.0311 | 0.70 | |
| -0.0756 | -0.98 |
Estimation Period:
May 17, 2007 to Feb 6, 2026
May 17, 2007 to Feb 6, 2026
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