Wasko SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:74.59% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0636 | 6.96 | |
| 0.1567 | 3.61 | |
| 0.5488 | 5.32 | |
| -0.0133 | -0.05 | |
| 0.0392 | 0.09 | |
| -0.2452 | -0.89 | |
| 0.5650 | 2.90 | |
| -0.5820 | -2.95 | |
| 0.4878 | 2.38 | |
| -0.6527 | -3.10 | |
| 0.7347 | 3.07 | |
| -0.6884 | -2.06 | |
| 1.4221 | 2.41 |
Estimation Period:
Nov 5, 2007 to Feb 6, 2026
Nov 5, 2007 to Feb 6, 2026
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