Lokman Hekim Engurusag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.35% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9635 | 8.42 | |
| 0.1774 | 5.98 | |
| 0.6769 | 15.00 | |
| 0.0121 | 1.62 | |
| -0.0307 | -2.22 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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