THN Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:54.83% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9893 | 6.22 | |
| 0.1936 | 7.89 | |
| 0.7021 | 23.36 | |
| -0.2335 | -2.88 | |
| 0.3379 | 2.74 | |
| -0.2001 | -2.35 | |
| 0.1941 | 2.27 | |
| -0.2144 | -2.24 | |
| 0.2646 | 2.67 | |
| -0.2216 | -1.85 | |
| 0.0699 | 0.56 | |
| -0.0425 | -0.44 | |
| 0.0975 | 1.61 |
Estimation Period:
Jul 31, 1996 to Feb 13, 2026
Jul 31, 1996 to Feb 13, 2026
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