Phoenix Financial Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.99% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2616 | 7.27 | |
| 0.0799 | 6.27 | |
| 0.8452 | 32.25 | |
| -0.1849 | -3.19 | |
| 0.3677 | 4.12 | |
| -0.3135 | -5.29 | |
| 0.1624 | 2.73 | |
| -0.0020 | -0.03 | |
| -0.0277 | -0.55 | |
| -0.0304 | -0.61 | |
| 0.1186 | 1.17 |
Estimation Period:
Apr 12, 1999 to Feb 6, 2026
Apr 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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