Sparinvest - Index Sektor IN Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.74% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3586 | 6.37 | |
| 0.1190 | 2.55 | |
| 0.5418 | 3.43 | |
| 6.6283 | 3.31 | |
| -10.5169 | -3.03 | |
| 4.8060 | 1.86 | |
| -1.4763 | -0.79 | |
| 2.9792 | 1.63 | |
| -5.9628 | -2.66 | |
| 9.4560 | 2.14 |
Estimation Period:
Jan 25, 2021 to Feb 13, 2026
Jan 25, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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