SIMPAC Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.50% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7354 | 7.40 | |
| 0.1205 | 10.73 | |
| 0.8106 | 45.07 | |
| -0.0053 | -0.16 | |
| 0.0583 | 1.18 | |
| -0.1550 | -4.54 | |
| 0.1427 | 4.07 | |
| -0.0363 | -0.97 | |
| -0.0632 | -1.59 | |
| 0.1802 | 4.91 | |
| -0.1975 | -5.92 | |
| 0.0907 | 3.38 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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