Olgerdin Egill Skallagrimss Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.44% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8285 | 7.83 | |
| 0.1483 | 3.50 | |
| 0.5764 | 4.40 | |
| -0.1697 | -2.42 |
Estimation Period:
Jun 9, 2022 to Feb 6, 2026
Jun 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Olgerdin Egill Skallagrimss Analyses
Other Spline-GARCH Analyses on International Equities