Jhs Svendgaard Lab Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.36% (+10.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4484 | 9.29 | |
| 0.1451 | 6.13 | |
| 0.7597 | 18.58 | |
| 0.0116 | 2.27 | |
| -0.0170 | -1.55 |
Estimation Period:
Feb 6, 2007 to Feb 6, 2026
Feb 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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