Pointpack Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.81% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8252 | 3.64 | |
| 0.1190 | 2.67 | |
| 0.6185 | 4.31 | |
| -0.9077 | -1.36 | |
| 0.5033 | 0.49 | |
| 1.4183 | 1.85 | |
| -2.1014 | -3.62 | |
| 2.5690 | 4.10 | |
| -2.3582 | -1.62 | |
| 0.2058 | 0.07 |
Estimation Period:
Nov 19, 2018 to Feb 6, 2026
Nov 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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