Orian Sh.M. Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.68% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6769 | 3.20 | |
| 0.0827 | 4.35 | |
| 0.7089 | 10.13 | |
| -0.6519 | -2.73 | |
| 0.8957 | 2.79 | |
| -0.3471 | -2.49 | |
| 0.2829 | 2.30 | |
| -0.3880 | -2.45 | |
| 0.4155 | 2.65 | |
| -0.4255 | -2.57 | |
| 0.4449 | 2.95 | |
| -0.3742 | -2.59 | |
| -0.0136 | -0.05 |
Estimation Period:
Aug 14, 2007 to Feb 6, 2026
Aug 14, 2007 to Feb 6, 2026
News Impact Curve
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