Techstep Asa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.99% (-3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4544 | 6.16 | |
| 0.2475 | 6.92 | |
| 0.4393 | 8.29 | |
| 0.0468 | 1.26 | |
| -0.0343 | -0.63 | |
| -0.0638 | -2.05 | |
| 0.0878 | 3.55 | |
| -0.0761 | -2.33 |
Estimation Period:
Jun 20, 2002 to Jan 30, 2026
Jun 20, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Techstep Asa Analyses
Other Spline-GARCH Analyses on International Equities