Quality & Reliability Abee Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.68% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6228 | 3.92 | |
| 0.1150 | 6.85 | |
| 0.7845 | 24.59 | |
| 0.1563 | 1.45 | |
| -0.2787 | -1.76 | |
| 0.1897 | 1.83 | |
| -0.1847 | -1.95 | |
| 0.2233 | 2.21 | |
| -0.1258 | -1.04 | |
| -0.0787 | -0.58 | |
| 0.2254 | 1.70 | |
| -0.2823 | -1.76 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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