Wavestone Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.05% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7148 | 6.24 | |
| 0.1637 | 7.83 | |
| 0.6630 | 16.46 | |
| -0.0470 | -1.25 | |
| 0.1049 | 2.02 | |
| -0.0822 | -2.39 | |
| 0.0201 | 0.52 | |
| 0.0692 | 1.76 | |
| -0.1419 | -3.85 | |
| 0.1715 | 2.85 |
Estimation Period:
Feb 10, 2000 to Feb 6, 2026
Feb 10, 2000 to Feb 6, 2026
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