Pds Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.24% (-3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2029 | 7.41 | |
| 0.1988 | 4.91 | |
| 0.6265 | 9.53 | |
| 0.0700 | 3.88 | |
| -0.1257 | -3.36 |
Estimation Period:
Oct 21, 2014 to Feb 6, 2026
Oct 21, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities