Mir Akhter Hossain Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:34.36% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7264 | 3.82 | |
| 0.4349 | 19.53 | |
| 0.5617 | 27.97 | |
| -10.4769 | -1.18 | |
| 17.8170 | 1.50 | |
| -47.0340 | -4.38 | |
| 122.2370 | 5.11 | |
| -168.0499 | -6.23 | |
| 153.9689 | 12.54 | |
| -102.0579 | -9.17 | |
| 39.5709 | 2.88 | |
| -10.0455 | -0.96 | |
| 8.8082 | 0.91 |
Estimation Period:
Feb 2, 2021 to Feb 5, 2026
Feb 2, 2021 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Mir Akhter Hossain Limited Analyses
Other Spline-GARCH Analyses on International Equities