Vallibel One Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.81% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9569 | 6.21 | |
| 0.1815 | 6.69 | |
| 0.6645 | 15.69 | |
| 0.0104 | 0.11 | |
| 0.0486 | 0.33 | |
| -0.0548 | -0.55 | |
| 0.1179 | 1.16 | |
| -0.4540 | -3.84 | |
| 0.6277 | 3.98 |
Estimation Period:
Jul 12, 2011 to Feb 6, 2026
Jul 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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