Pinetree Capital Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.71% (+6.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4051 | 6.00 | |
| 0.0947 | 8.82 | |
| 0.8777 | 63.85 | |
| 0.0010 | 0.68 |
Estimation Period:
Dec 16, 1999 to Feb 6, 2026
Dec 16, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pinetree Capital Ltd Analyses
Other Spline-GARCH Analyses on International Equities