Notion Vtec BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.28% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5583 | 4.58 | |
| 0.0932 | 5.39 | |
| 0.8359 | 25.41 | |
| -0.0083 | -0.03 | |
| -0.1658 | -0.41 | |
| 0.1847 | 0.59 | |
| 0.0894 | 0.27 | |
| -0.0564 | -0.17 | |
| -0.1051 | -0.36 | |
| 0.0911 | 0.56 | |
| -0.2021 | -0.98 | |
| 0.5765 | 1.72 | |
| -1.2458 | -2.20 |
Estimation Period:
Jun 7, 2005 to Feb 6, 2026
Jun 7, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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