Relpol Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.38% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7923 | 7.17 | |
| 0.1586 | 8.12 | |
| 0.6243 | 13.21 | |
| -0.0903 | -1.97 | |
| 0.0381 | 0.55 | |
| 0.2120 | 4.40 | |
| -0.3340 | -7.24 | |
| 0.2725 | 6.49 | |
| -0.1720 | -4.11 | |
| 0.1751 | 3.31 | |
| -0.2036 | -2.97 | |
| 0.1814 | 1.64 |
Estimation Period:
Feb 9, 1996 to Feb 6, 2026
Feb 9, 1996 to Feb 6, 2026
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