Tiger Alpha PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:93.58% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3725 | 2.86 | |
| 0.0365 | 1.72 | |
| 0.8411 | 8.08 | |
| 1.5168 | 1.60 | |
| -2.8912 | -2.12 | |
| 2.0268 | 2.24 | |
| -0.2658 | -0.31 | |
| -0.8764 | -1.13 | |
| -0.4663 | -0.54 | |
| 2.8793 | 2.95 | |
| -4.3255 | -3.66 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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