Remak Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.03% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9453 | 7.88 | |
| 0.2161 | 7.52 | |
| 0.3108 | 4.53 | |
| -0.0843 | -2.26 | |
| 0.1050 | 1.97 | |
| 0.0420 | 1.07 | |
| -0.1732 | -3.94 | |
| 0.2094 | 4.69 | |
| -0.1856 | -4.14 | |
| 0.1813 | 4.10 | |
| -0.1792 | -3.36 | |
| 0.0828 | 0.94 |
Estimation Period:
Aug 10, 1995 to Feb 6, 2026
Aug 10, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities