Portobello S.P.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.83% (-21.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2103 | 4.70 | |
| 0.5178 | 5.74 | |
| 0.0683 | 1.30 | |
| 0.0363 | 0.35 | |
| 0.0826 | 0.52 | |
| -0.2704 | -1.67 |
Estimation Period:
Jul 13, 2018 to Feb 6, 2026
Jul 13, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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