Newgen Software Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.61% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6652 | 5.13 | |
| 0.1377 | 2.26 | |
| 0.4344 | 2.35 | |
| -0.1023 | -0.62 | |
| -0.0144 | -0.06 | |
| 0.3578 | 2.16 | |
| -0.5976 | -2.25 |
Estimation Period:
Jan 30, 2018 to Feb 6, 2026
Jan 30, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Newgen Software Analyses
Other Spline-GARCH Analyses on International Equities