Pureun Savings Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.48% (+4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7731 | 3.87 | |
| 0.2039 | 6.90 | |
| 0.7637 | 26.65 | |
| 1.2341 | 2.43 | |
| -1.4642 | -1.81 | |
| 0.1553 | 0.36 | |
| 0.0087 | 0.03 | |
| 0.3303 | 1.30 | |
| -0.5467 | -2.67 | |
| 0.3004 | 1.77 | |
| 0.3381 | 2.04 | |
| -0.7529 | -3.74 | |
| 0.4219 | 0.80 |
Estimation Period:
Feb 8, 2001 to Feb 6, 2026
Feb 8, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pureun Savings Bank Analyses
Other Spline-GARCH Analyses on International Equities