Allane SE Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.37% (+4.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0085 | 6.52 | |
| 0.1423 | 3.81 | |
| 0.4568 | 3.08 | |
| 0.0189 | 0.04 | |
| 0.1716 | 0.22 | |
| -0.1178 | -0.22 | |
| -0.8299 | -1.52 | |
| 1.9269 | 3.45 | |
| -2.2703 | -3.89 | |
| 2.1063 | 3.11 | |
| -1.7827 | -2.12 |
Estimation Period:
May 7, 2015 to Feb 6, 2026
May 7, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities