Victoria Mutual In Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.27% (-3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0401 | 2.67 | |
| 0.1820 | 4.80 | |
| 0.6484 | 7.57 | |
| 3.5489 | 0.71 | |
| -1.4655 | -0.17 | |
| -10.7331 | -1.23 | |
| 20.6597 | 2.69 | |
| -21.9020 | -4.56 | |
| 15.5271 | 3.31 | |
| -8.6940 | -1.50 | |
| 7.8669 | 1.22 | |
| -12.3221 | -1.53 |
Estimation Period:
Sep 10, 2021 to Feb 6, 2026
Sep 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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