Automobile & PCB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:177.63% (+84.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5525 | 5.66 | |
| 0.1427 | 8.22 | |
| 0.7754 | 26.96 | |
| -0.1191 | -2.48 | |
| 0.2275 | 3.36 | |
| -0.2345 | -5.15 | |
| 0.2206 | 3.88 | |
| -0.1861 | -2.89 | |
| 0.1537 | 3.12 | |
| -0.0779 | -1.53 | |
| 0.0275 | 0.36 | |
| -0.0434 | -0.42 | |
| 0.1029 | 0.73 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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