Varroc Engineering Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.92% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2349 | 3.88 | |
| 0.1177 | 2.73 | |
| 0.5555 | 4.34 | |
| 0.7000 | 0.80 | |
| 0.2543 | 0.18 | |
| -2.5045 | -1.89 | |
| 3.2668 | 2.24 | |
| -4.1437 | -3.01 | |
| 5.0518 | 4.28 | |
| -4.2301 | -3.49 | |
| 1.8412 | 1.27 | |
| -0.0929 | -0.05 |
Estimation Period:
Jul 6, 2018 to Feb 6, 2026
Jul 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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