Revo Insurance SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.90% (+2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4862 | 3.35 | |
| 0.1957 | 3.98 | |
| 0.2286 | 1.50 | |
| 20.5016 | 4.77 | |
| -31.3232 | -5.25 | |
| 12.8325 | 3.64 | |
| -6.0834 | -1.98 | |
| 10.8162 | 3.09 | |
| -14.1233 | -3.43 | |
| 14.2293 | 3.54 | |
| -8.4177 | -2.08 | |
| -0.6334 | -0.14 | |
| 6.9064 | 1.11 |
Estimation Period:
May 26, 2021 to Feb 6, 2026
May 26, 2021 to Feb 6, 2026
News Impact Curve
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