Farmsco Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:88.43% (-7.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2757 | 5.14 | |
| 0.1214 | 6.51 | |
| 0.8236 | 30.57 | |
| 0.0656 | 3.84 | |
| -0.0935 | -3.88 | |
| 0.0449 | 2.99 | |
| -0.0271 | -1.20 |
Estimation Period:
Oct 25, 1999 to Feb 20, 2026
Oct 25, 1999 to Feb 20, 2026
News Impact Curve
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