Vndirect Securitie Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.30% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6754 | 2.32 | |
| 0.1374 | 6.87 | |
| 0.7346 | 20.65 | |
| 0.0083 | 0.03 | |
| 0.1137 | 0.27 | |
| -0.2824 | -1.18 | |
| 0.5313 | 2.31 | |
| -0.9864 | -4.19 | |
| 1.4621 | 5.60 | |
| -1.5227 | -5.41 | |
| 0.7622 | 3.31 | |
| 0.4186 | 1.62 |
Estimation Period:
Mar 30, 2010 to Feb 6, 2026
Mar 30, 2010 to Feb 6, 2026
News Impact Curve
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