Quercus Tfi Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.69% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5965 | 5.46 | |
| 0.1084 | 6.25 | |
| 0.7690 | 17.97 | |
| 0.1417 | 3.31 | |
| -0.1797 | -2.72 | |
| 0.1075 | 1.98 | |
| -0.1593 | -3.22 | |
| 0.1742 | 2.83 |
Estimation Period:
Sep 11, 2008 to Feb 13, 2026
Sep 11, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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