Versabank Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.60% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2936 | 4.29 | |
| 0.1425 | 5.78 | |
| 0.7246 | 14.01 | |
| 0.9671 | 1.47 | |
| -1.7948 | -1.75 | |
| 1.3507 | 2.36 | |
| -0.9809 | -2.22 | |
| 1.3529 | 2.70 | |
| -1.8398 | -3.36 | |
| 1.5213 | 2.41 | |
| -0.5832 | -0.94 | |
| -0.8073 | -0.86 |
Estimation Period:
Aug 27, 2013 to Feb 6, 2026
Aug 27, 2013 to Feb 6, 2026
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