Synthaverse SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.34% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9800 | 3.28 | |
| 0.1129 | 5.38 | |
| 0.8403 | 26.87 | |
| 0.3086 | 0.58 | |
| -0.6336 | -0.74 | |
| 0.8500 | 1.51 | |
| -1.3770 | -2.38 | |
| 1.4571 | 2.00 | |
| -0.4306 | -0.52 | |
| -0.5903 | -0.54 | |
| 0.0801 | 0.07 | |
| 1.0291 | 1.11 | |
| -1.3442 | -1.60 |
Estimation Period:
Jul 29, 2011 to Feb 6, 2026
Jul 29, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Synthaverse SA Analyses
Other Spline-GARCH Analyses on International Equities