Mirbud Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.05% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0605 | 4.84 | |
| 0.0823 | 3.91 | |
| 0.7828 | 13.27 | |
| 0.4305 | 3.10 | |
| -0.7356 | -3.66 | |
| 0.5580 | 3.66 | |
| -0.5172 | -3.03 | |
| 0.5266 | 3.65 | |
| -0.4464 | -3.17 | |
| 0.2694 | 1.71 | |
| -0.2928 | -1.36 |
Estimation Period:
Dec 29, 2008 to Feb 6, 2026
Dec 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities