NPC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.86% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9308 | 9.24 | |
| 0.1168 | 8.86 | |
| 0.8298 | 44.39 | |
| 0.0329 | 2.21 | |
| -0.0899 | -3.69 | |
| 0.1009 | 5.81 | |
| -0.0849 | -5.28 | |
| 0.1146 | 4.91 | |
| -0.2098 | -4.53 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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