Polson Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.86% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9387 | 12.09 | |
| 0.1838 | 4.77 | |
| 0.4130 | 4.71 | |
| -0.0958 | -2.65 | |
| 0.1694 | 2.59 | |
| -0.1290 | -1.77 | |
| 0.0841 | 0.85 |
Estimation Period:
May 14, 2013 to Feb 6, 2026
May 14, 2013 to Feb 6, 2026
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