Lpp Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.38% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3518 | 7.05 | |
| 0.1650 | 5.57 | |
| 0.4762 | 6.29 | |
| 0.2607 | 4.29 | |
| -0.4154 | -4.58 | |
| 0.2315 | 4.04 | |
| -0.0629 | -1.21 | |
| -0.0920 | -1.70 | |
| 0.2095 | 4.00 | |
| -0.2426 | -3.20 | |
| 0.0698 | 0.43 |
Estimation Period:
Nov 6, 2002 to Feb 6, 2026
Nov 6, 2002 to Feb 6, 2026
News Impact Curve
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