SG Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:96.60% (-10.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6511 | 7.32 | |
| 0.1756 | 7.89 | |
| 0.6794 | 19.37 | |
| -0.0344 | -1.15 | |
| 0.0898 | 2.05 | |
| -0.1518 | -4.65 | |
| 0.1408 | 3.89 | |
| -0.0296 | -0.79 | |
| -0.0494 | -0.96 | |
| 0.0694 | 0.92 | |
| -0.0774 | -0.77 | |
| 0.1486 | 0.77 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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