L.D.C. S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.39% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8759 | 5.75 | |
| 0.2867 | 7.36 | |
| 0.4259 | 8.65 | |
| -0.0903 | -1.13 | |
| 0.0363 | 0.31 | |
| 0.0474 | 0.66 | |
| 0.0699 | 1.03 | |
| -0.1641 | -2.64 | |
| 0.2548 | 3.82 | |
| -0.2135 | -2.37 | |
| 0.0265 | 0.25 | |
| 0.0913 | 1.03 | |
| -0.1346 | -1.48 |
Estimation Period:
Nov 23, 1995 to Feb 6, 2026
Nov 23, 1995 to Feb 6, 2026
News Impact Curve
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