NEXOME Capital Markets Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.53% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6264 | 5.10 | |
| 0.1591 | 7.79 | |
| 0.6426 | 13.08 | |
| -0.6441 | -2.75 | |
| 1.4306 | 4.21 | |
| -1.4989 | -6.51 | |
| 0.9379 | 4.81 | |
| -0.3289 | -1.78 | |
| 0.2969 | 1.45 | |
| -0.2521 | -1.21 | |
| -0.0469 | -0.19 | |
| 0.5763 | 1.31 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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