Magnora Asa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.17% (+4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3552 | 5.58 | |
| 0.0860 | 6.46 | |
| 0.8779 | 41.04 | |
| 0.1412 | 3.41 | |
| -0.2727 | -3.97 | |
| 0.2747 | 4.89 | |
| -0.2578 | -4.09 | |
| 0.1413 | 1.74 |
Estimation Period:
Jan 4, 2005 to Feb 6, 2026
Jan 4, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities