Pricer Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:72.24% (-3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2471 | 6.69 | |
| 0.1926 | 6.17 | |
| 0.4931 | 6.48 | |
| -0.0609 | -1.04 | |
| 0.0035 | 0.04 | |
| 0.1959 | 2.23 | |
| -0.2901 | -3.37 | |
| 0.2284 | 3.33 | |
| -0.0896 | -1.62 | |
| 0.0678 | 1.27 | |
| -0.0902 | -1.29 | |
| 0.0735 | 0.63 |
Estimation Period:
Aug 20, 1997 to Feb 6, 2026
Aug 20, 1997 to Feb 6, 2026
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