Micro-X Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.15% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9610 | 7.72 | |
| 0.0704 | 4.11 | |
| 0.8793 | 29.75 | |
| 0.0003 | 0.02 |
Estimation Period:
Dec 22, 2015 to Feb 6, 2026
Dec 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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