Livermore Investments Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.19% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7171 | 4.40 | |
| 0.1957 | 6.37 | |
| 0.6714 | 13.71 | |
| 2.4443 | 2.81 | |
| -4.8693 | -3.57 | |
| 4.4246 | 5.04 | |
| -3.3850 | -4.67 | |
| 1.9366 | 2.19 | |
| -0.8627 | -0.84 | |
| 0.2357 | 0.24 | |
| 1.1392 | 1.24 | |
| -4.5237 | -2.64 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Livermore Investments Group Ltd Analyses
Other Spline-GARCH Analyses on International Equities