THN Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:52.68% (-9.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9884 | 6.27 | |
| 0.1938 | 7.84 | |
| 0.6995 | 22.93 | |
| -0.2335 | -2.89 | |
| 0.3377 | 2.75 | |
| -0.1991 | -2.34 | |
| 0.1925 | 2.25 | |
| -0.2123 | -2.22 | |
| 0.2617 | 2.63 | |
| -0.2179 | -1.81 | |
| 0.0685 | 0.55 | |
| -0.0460 | -0.48 | |
| 0.1025 | 1.71 |
Estimation Period:
Jul 31, 1996 to Jan 30, 2026
Jul 31, 1996 to Jan 30, 2026
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