Tarczynski SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.88% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8938 | 4.95 | |
| 0.1664 | 4.33 | |
| 0.4911 | 5.43 | |
| -0.0100 | -0.06 | |
| 0.0134 | 0.06 | |
| 0.1776 | 1.15 | |
| -0.4752 | -2.77 | |
| 0.5646 | 3.15 | |
| -0.8188 | -2.97 |
Estimation Period:
Jul 8, 2013 to Feb 6, 2026
Jul 8, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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