R. Stahl AG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.92% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8376 | 3.98 | |
| 0.1489 | 5.72 | |
| 0.6949 | 14.22 | |
| 0.1909 | 1.26 | |
| -0.3942 | -1.85 | |
| 0.3542 | 3.12 | |
| -0.2722 | -2.70 | |
| 0.1710 | 1.63 | |
| -0.1308 | -1.29 | |
| 0.2246 | 2.14 | |
| -0.1458 | -1.05 | |
| -0.0733 | -0.50 | |
| 0.0299 | 0.20 |
Estimation Period:
Nov 2, 1998 to Feb 6, 2026
Nov 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities