R Systems International Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.72% (+12.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1833 | 4.14 | |
| 0.1868 | 5.72 | |
| 0.5422 | 8.48 | |
| -0.0646 | -0.81 | |
| 0.1486 | 1.35 | |
| -0.1467 | -2.22 | |
| 0.1350 | 1.83 | |
| -0.1787 | -2.32 | |
| 0.2160 | 2.71 |
Estimation Period:
Oct 27, 2006 to Feb 6, 2026
Oct 27, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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