SIMPAC Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.51% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6738 | 6.57 | |
| 0.1205 | 10.42 | |
| 0.8094 | 43.02 | |
| -0.0258 | -0.72 | |
| 0.0890 | 1.74 | |
| -0.1745 | -5.13 | |
| 0.1603 | 4.58 | |
| -0.0519 | -1.39 | |
| -0.0463 | -1.16 | |
| 0.1505 | 3.73 | |
| -0.1365 | -2.47 | |
| -0.0548 | -0.48 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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