Met Extra Group Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.63% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6160 | 7.68 | |
| 0.2092 | 7.41 | |
| 0.6816 | 16.79 | |
| 0.0673 | 2.39 | |
| -0.1497 | -3.03 | |
| 0.1244 | 2.99 | |
| -0.0552 | -1.68 | |
| 0.0239 | 0.85 | |
| -0.0310 | -0.99 | |
| 0.0824 | 1.59 |
Estimation Period:
Jul 17, 1991 to Feb 6, 2026
Jul 17, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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