Murapol S A Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.58% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0821 | 0.10 | |
| 0.0000 | 0.00 | |
| 0.9999 | 0.05 | |
| -1.3437 | -0.01 | |
| 2.3482 | 0.24 |
Estimation Period:
Dec 15, 2023 to Jan 30, 2026
Dec 15, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities