RISMA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:66.45% (-15.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6698 | 7.07 | |
| 0.1814 | 9.40 | |
| 0.6062 | 14.42 | |
| -0.0040 | -0.29 | |
| -0.0206 | -1.04 | |
| 0.0522 | 3.05 |
Estimation Period:
May 18, 2006 to Feb 6, 2026
May 18, 2006 to Feb 6, 2026
News Impact Curve
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