Obrascon Huarte Lain SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.28% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1256 | 2.79 | |
| 0.1007 | 7.14 | |
| 0.8144 | 34.28 | |
| 0.1852 | 2.43 | |
| -0.3053 | -3.09 | |
| 0.1912 | 3.88 | |
| -0.0428 | -1.00 | |
| -0.1285 | -3.67 | |
| 0.2303 | 7.29 | |
| -0.2203 | -6.28 | |
| 0.0689 | 1.50 | |
| 0.1133 | 1.76 |
Estimation Period:
Oct 21, 1992 to Feb 6, 2026
Oct 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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