Waterbase Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:72.42% (-10.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4127 | 9.39 | |
| 0.1431 | 7.72 | |
| 0.6698 | 13.15 | |
| 0.1350 | 2.41 | |
| -0.0973 | -1.17 | |
| -0.0344 | -0.57 | |
| 0.0347 | 0.46 | |
| -0.1444 | -1.55 | |
| 0.2335 | 2.43 | |
| -0.3214 | -3.18 | |
| 0.4011 | 3.32 | |
| -0.3354 | -1.54 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities