Team Consulting En Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.05% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8017 | 2.53 | |
| 0.1127 | 2.16 | |
| 0.7740 | 8.23 | |
| -1.2520 | -0.44 | |
| 4.4313 | 1.12 | |
| -7.0127 | -3.44 | |
| 7.8038 | 4.51 | |
| -5.9753 | -3.82 | |
| 1.7202 | 0.99 | |
| -0.0693 | -0.04 | |
| 1.4892 | 0.80 | |
| -2.4592 | -1.31 | |
| 2.4350 | 0.96 |
Estimation Period:
Jul 12, 2018 to Feb 6, 2026
Jul 12, 2018 to Feb 6, 2026
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