Velgraf Asset Management Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:519.14% (-54.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2201 | 1.21 | |
| 0.1849 | 5.13 | |
| 0.8120 | 23.39 | |
| -1.5787 | -1.45 | |
| 1.4785 | 0.86 | |
| 0.5974 | 0.57 | |
| -0.2587 | -0.33 | |
| -1.2554 | -1.54 | |
| 2.0763 | 2.11 | |
| -1.9201 | -1.67 | |
| 2.0098 | 1.83 | |
| -2.8891 | -3.27 | |
| 6.2646 | 3.16 |
Estimation Period:
Feb 7, 2011 to Jan 30, 2026
Feb 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Velgraf Asset Management Analyses
Other Spline-GARCH Analyses on International Equities