Modella Woollens Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.97% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3486 | 2.31 | |
| 0.0881 | 4.11 | |
| 0.8012 | 14.64 | |
| -0.0434 | -0.13 | |
| -0.0180 | -0.04 | |
| 0.0562 | 0.20 | |
| 0.3602 | 1.57 | |
| -1.0126 | -4.70 | |
| 1.3294 | 5.41 |
Estimation Period:
Nov 22, 2013 to Jan 30, 2026
Nov 22, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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