US Bancorp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.36% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4506 | 6.38 | |
| 0.1104 | 9.95 | |
| 0.8479 | 61.70 | |
| 0.0240 | 0.88 | |
| 0.0464 | 1.16 | |
| -0.2051 | -7.18 | |
| 0.2770 | 9.77 | |
| -0.2538 | -8.69 | |
| 0.1851 | 5.96 | |
| -0.0709 | -2.37 | |
| -0.0681 | -1.54 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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