Memscap SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.48% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4077 | 6.44 | |
| 0.0976 | 4.13 | |
| 0.6999 | 9.88 | |
| -0.0986 | -2.14 | |
| 0.1917 | 2.89 | |
| -0.1080 | -2.38 | |
| -0.0619 | -1.28 | |
| 0.1778 | 3.85 | |
| -0.1218 | -2.25 | |
| -0.0402 | -0.51 |
Estimation Period:
Mar 1, 2001 to Feb 6, 2026
Mar 1, 2001 to Feb 6, 2026
News Impact Curve
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