Modern Shares And Stockbroke Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.79% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3620 | 9.46 | |
| 0.1622 | 8.20 | |
| 0.6917 | 14.95 | |
| -0.0280 | -0.33 | |
| 0.1661 | 1.21 | |
| -0.2013 | -1.79 | |
| -0.0921 | -0.73 | |
| 0.5284 | 3.43 | |
| -0.5923 | -3.60 | |
| 0.1585 | 0.79 |
Estimation Period:
Nov 5, 2008 to Feb 6, 2026
Nov 5, 2008 to Feb 6, 2026
News Impact Curve
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