Pt Charnic Capital Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:96.79% (-12.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6540 | 3.78 | |
| 0.3236 | 5.67 | |
| 0.2819 | 3.46 | |
| 2.0693 | 2.14 | |
| -4.0409 | -2.72 | |
| 3.5864 | 3.48 | |
| -2.1031 | -2.26 | |
| -0.2706 | -0.30 | |
| 2.2625 | 2.17 | |
| -2.5466 | -1.70 | |
| 2.3533 | 1.18 |
Estimation Period:
May 3, 2018 to Feb 6, 2026
May 3, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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