Vtm Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:105.91% (-16.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9362 | 7.11 | |
| 0.1671 | 5.68 | |
| 0.6657 | 12.26 | |
| -0.1079 | -1.41 | |
| 0.0545 | 0.49 | |
| 0.0815 | 1.10 | |
| 0.1095 | 1.40 | |
| -0.4062 | -4.22 | |
| 0.7995 | 5.13 |
Estimation Period:
Oct 25, 2010 to Feb 6, 2026
Oct 25, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities