Dhsteel Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:86.16% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3650 | 5.55 | |
| 0.1919 | 8.79 | |
| 0.7134 | 24.21 | |
| -0.1100 | -1.12 | |
| 0.2301 | 1.52 | |
| -0.1972 | -1.81 | |
| 0.0421 | 0.40 | |
| 0.1185 | 1.31 | |
| -0.1095 | -1.18 | |
| -0.0242 | -0.17 | |
| 0.0695 | 0.42 | |
| 0.3560 | 1.94 |
Estimation Period:
Jan 26, 2001 to Feb 13, 2026
Jan 26, 2001 to Feb 13, 2026
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