Versabank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.31% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6821 | 5.88 | |
| 0.1245 | 2.05 | |
| 0.0817 | 0.41 | |
| 5.0811 | 1.86 | |
| -13.1786 | -2.96 | |
| 16.5852 | 4.19 | |
| -14.1802 | -2.94 | |
| 8.9863 | 1.42 | |
| -4.4163 | -0.69 | |
| 2.0046 | 0.38 | |
| -5.9099 | -1.14 | |
| 11.9332 | 1.97 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
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