Vertoz Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.35% (-8.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 3.78 | |
| 0.2275 | 5.08 | |
| 0.5461 | 7.38 | |
| -37.9847 | -8.63 | |
| 51.3655 | 6.65 | |
| -19.2651 | -3.90 | |
| 7.8987 | 3.27 | |
| -2.0838 | -1.43 | |
| -1.0732 | -0.75 | |
| 2.3653 | 1.52 | |
| -2.0363 | -1.07 | |
| 0.7346 | 0.35 | |
| 0.6897 | 0.27 |
Estimation Period:
Nov 24, 2017 to Feb 6, 2026
Nov 24, 2017 to Feb 6, 2026
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