THN Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:57.75% (-5.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9127 | 6.31 | |
| 0.1943 | 7.77 | |
| 0.6840 | 21.13 | |
| -0.2735 | -3.53 | |
| 0.3998 | 3.39 | |
| -0.2379 | -2.91 | |
| 0.2244 | 2.75 | |
| -0.2418 | -2.66 | |
| 0.2889 | 3.08 | |
| -0.2471 | -2.18 | |
| 0.1160 | 0.98 | |
| -0.1488 | -1.50 | |
| 0.4134 | 2.89 |
Estimation Period:
Jul 31, 1996 to Feb 20, 2026
Jul 31, 1996 to Feb 20, 2026
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