TP Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.58% (-3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7243 | 6.70 | |
| 0.1322 | 7.58 | |
| 0.7779 | 23.72 | |
| -0.0809 | -1.48 | |
| -0.0311 | -0.37 | |
| 0.2566 | 4.41 | |
| -0.2240 | -4.48 | |
| 0.1609 | 3.46 | |
| -0.1912 | -3.61 | |
| 0.1898 | 3.31 | |
| -0.0768 | -1.08 | |
| -0.1530 | -0.98 |
Estimation Period:
Dec 27, 1994 to Feb 20, 2026
Dec 27, 1994 to Feb 20, 2026
News Impact Curve
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