SSI Securities Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.39% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1402 | 7.56 | |
| 0.1060 | 10.11 | |
| 0.8691 | 64.80 | |
| 0.0026 | 0.98 |
Estimation Period:
Jul 2, 2007 to Feb 6, 2026
Jul 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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