Premier Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.57% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1824 | 9.55 | |
| 0.0843 | 8.84 | |
| 0.8608 | 46.60 | |
| 0.0290 | 2.39 | |
| -0.0685 | -3.67 | |
| 0.0728 | 5.19 | |
| -0.0458 | -3.20 | |
| 0.0058 | 0.35 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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