SIMPAC Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.31% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6754 | 6.59 | |
| 0.1204 | 10.43 | |
| 0.8097 | 43.12 | |
| -0.0254 | -0.71 | |
| 0.0884 | 1.73 | |
| -0.1742 | -5.12 | |
| 0.1601 | 4.57 | |
| -0.0517 | -1.38 | |
| -0.0465 | -1.16 | |
| 0.1508 | 3.73 | |
| -0.1370 | -2.47 | |
| -0.0527 | -0.46 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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