Macfos Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.17% (-5.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1511 | 7.26 | |
| 0.2580 | 4.66 | |
| 0.4974 | 4.60 | |
| -0.2116 | -1.81 |
Estimation Period:
Mar 1, 2023 to Feb 6, 2026
Mar 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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