Qualitau Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.93% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7012 | 9.61 | |
| 0.0551 | 3.53 | |
| 0.7608 | 11.96 | |
| -0.0230 | -0.26 | |
| 0.0688 | 0.47 | |
| -0.0904 | -0.74 | |
| 0.0395 | 0.30 | |
| 0.1295 | 1.08 | |
| -0.2660 | -1.87 | |
| 0.2573 | 1.61 | |
| -0.1639 | -1.15 | |
| 0.0928 | 0.68 |
Estimation Period:
Mar 26, 2001 to Feb 6, 2026
Mar 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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