Priti Internationa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.84% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3333 | 2.69 | |
| 0.2991 | 4.56 | |
| 0.1794 | 1.95 | |
| -4.0485 | -2.22 | |
| 5.3295 | 1.74 | |
| -0.6880 | -0.30 | |
| -1.7970 | -1.02 | |
| 2.0446 | 1.70 | |
| -1.3307 | -1.32 | |
| 0.9835 | 0.99 |
Estimation Period:
Sep 6, 2018 to Feb 6, 2026
Sep 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Priti Internationa Analyses
Other Spline-GARCH Analyses on International Equities