Penguen Gida Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.92% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2181 | 6.43 | |
| 0.1895 | 8.77 | |
| 0.6626 | 17.17 | |
| 0.1187 | 1.32 | |
| -0.2011 | -1.45 | |
| 0.2711 | 3.18 | |
| -0.3985 | -5.48 | |
| 0.3637 | 4.40 | |
| -0.2197 | -2.64 | |
| 0.1083 | 1.16 | |
| -0.0737 | -0.69 | |
| 0.0412 | 0.44 | |
| -0.1385 | -1.36 |
Estimation Period:
Apr 21, 1998 to Feb 6, 2026
Apr 21, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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