JHS Svendgaard Retail Ventu Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.19% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9301 | 2.83 | |
| 0.1872 | 3.13 | |
| 0.0000 | 0.00 | |
| 50.7770 | 2.11 | |
| -46.6394 | -1.36 | |
| -8.5667 | -0.31 | |
| 33.3439 | 0.99 | |
| -97.6823 | -2.60 | |
| 142.5522 | 4.56 | |
| -134.6705 | -4.49 | |
| 145.6614 | 5.43 | |
| -229.3456 | -3.87 |
Estimation Period:
Jun 26, 2024 to Feb 6, 2026
Jun 26, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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