Unimer Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.81% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8886 | 4.27 | |
| 0.2247 | 5.36 | |
| 0.5629 | 6.73 | |
| -1.7953 | -1.38 | |
| 4.0457 | 2.03 | |
| -3.6215 | -3.40 | |
| 2.2877 | 2.35 | |
| -1.1128 | -1.21 | |
| -1.7695 | -2.22 | |
| 3.8521 | 4.28 | |
| -2.3988 | -1.77 | |
| 0.7498 | 0.32 | |
| 1.7043 | 0.52 |
Estimation Period:
Apr 2, 2001 to Jan 23, 2026
Apr 2, 2001 to Jan 23, 2026
News Impact Curve
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