Pinnacle Investment Management Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.49% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8288 | 5.32 | |
| 0.1085 | 5.39 | |
| 0.7956 | 20.03 | |
| 0.1216 | 1.27 | |
| -0.3417 | -2.33 | |
| 0.3784 | 3.73 | |
| -0.1909 | -2.09 | |
| -0.0417 | -0.44 | |
| 0.2393 | 2.11 |
Estimation Period:
Jun 19, 2007 to Feb 6, 2026
Jun 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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