Longvie Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.19% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3389 | 2.63 | |
| 0.1790 | 4.45 | |
| 0.3801 | 4.18 | |
| -0.2022 | -1.11 | |
| 0.2640 | 1.07 | |
| -0.0023 | -0.02 | |
| -0.0798 | -0.58 | |
| 0.0111 | 0.09 | |
| 0.0680 | 0.75 | |
| -0.2373 | -3.13 | |
| 0.4705 | 5.81 | |
| -0.6825 | -4.67 |
Estimation Period:
Dec 4, 1995 to Feb 6, 2026
Dec 4, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities