Transpek Industry Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.22% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0496 | 8.06 | |
| 0.0857 | 5.60 | |
| 0.8103 | 18.56 | |
| 0.0359 | 1.25 | |
| -0.1316 | -2.98 | |
| 0.1781 | 5.16 | |
| -0.1054 | -2.61 | |
| 0.0105 | 0.15 | |
| 0.0206 | 0.20 | |
| -0.0218 | -0.23 | |
| 0.0729 | 0.94 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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