Omer S.P.A Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.55% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0645 | 7.63 | |
| 0.0732 | 2.33 | |
| 0.8218 | 9.56 | |
| -0.0119 | -0.25 |
Estimation Period:
Aug 4, 2021 to Feb 6, 2026
Aug 4, 2021 to Feb 6, 2026
News Impact Curve
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