Olidata SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.74% (+17.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0537 | 3.37 | |
| 0.3215 | 5.38 | |
| 0.4544 | 7.77 | |
| 0.2777 | 0.97 | |
| -0.6124 | -1.48 | |
| 0.6161 | 2.20 | |
| -0.1833 | -0.76 | |
| -0.3639 | -1.79 | |
| 0.5158 | 2.18 | |
| -0.6125 | -2.07 | |
| 0.7651 | 1.89 | |
| -0.5859 | -1.18 | |
| -0.2064 | -0.38 |
Estimation Period:
Feb 18, 2000 to Feb 6, 2026
Feb 18, 2000 to Feb 6, 2026
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