Opus Global Nyrt Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.15% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3795 | 3.33 | |
| 0.1349 | 6.06 | |
| 0.8113 | 28.48 | |
| 0.0555 | 0.84 | |
| 0.0304 | 0.31 | |
| -0.1977 | -2.46 | |
| 0.2128 | 2.86 | |
| -0.2075 | -3.40 | |
| 0.1724 | 2.62 | |
| -0.1274 | -1.35 |
Estimation Period:
Oct 14, 1998 to Feb 6, 2026
Oct 14, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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