Vilkyskiu Pienine Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.51% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0744 | 3.63 | |
| 0.1459 | 7.19 | |
| 0.7475 | 19.35 | |
| -0.2375 | -1.13 | |
| 0.0347 | 0.12 | |
| 0.5849 | 2.84 | |
| -0.5913 | -2.41 | |
| 0.3346 | 1.29 | |
| -0.1463 | -0.54 | |
| -0.0193 | -0.06 | |
| -0.1392 | -0.45 | |
| 0.6462 | 1.95 | |
| -1.0898 | -2.02 |
Estimation Period:
May 19, 2006 to Feb 6, 2026
May 19, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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