Urteste S A Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:94.90% (-4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9006 | 3.72 | |
| 0.2560 | 3.04 | |
| 0.2488 | 1.78 | |
| -4.7731 | -0.47 | |
| 22.3491 | 1.54 | |
| -44.1942 | -4.27 | |
| 48.3059 | 4.32 | |
| -35.3990 | -3.15 | |
| 23.7386 | 2.64 | |
| -18.0290 | -2.78 | |
| 16.2572 | 2.31 | |
| -10.0817 | -0.76 | |
| 0.3019 | 0.01 |
Estimation Period:
Oct 27, 2021 to Feb 6, 2026
Oct 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities