Omnia Hldgs Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.36% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9156 | 6.15 | |
| 0.1184 | 5.79 | |
| 0.7810 | 22.70 | |
| -0.0629 | -0.65 | |
| -0.0126 | -0.09 | |
| 0.2569 | 2.44 | |
| -0.3177 | -2.43 | |
| 0.3096 | 2.14 | |
| -0.4093 | -2.75 | |
| 0.3268 | 2.30 | |
| -0.0479 | -0.32 |
Estimation Period:
Jul 11, 2006 to Feb 6, 2026
Jul 11, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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