Market Creators Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:75.91% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4626 | 14.75 | |
| 0.1550 | 6.19 | |
| 0.5730 | 6.49 | |
| 0.2207 | 1.98 | |
| -0.3229 | -1.80 | |
| 0.1394 | 0.83 | |
| -0.1694 | -0.69 | |
| 0.6589 | 1.58 | |
| -1.6918 | -2.69 | |
| 2.6895 | 3.93 | |
| -2.1354 | -3.68 | |
| 0.2145 | 0.55 | |
| 1.1046 | 3.76 |
Estimation Period:
Feb 10, 2009 to Jan 30, 2026
Feb 10, 2009 to Jan 30, 2026
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