Eg Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.56% (-4.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9757 | 3.99 | |
| 0.2186 | 7.64 | |
| 0.6750 | 20.17 | |
| -0.3674 | -2.73 | |
| 0.7330 | 3.65 | |
| -0.7083 | -5.22 | |
| 0.5718 | 5.08 | |
| -0.4379 | -4.30 | |
| 0.5043 | 4.17 | |
| -0.5836 | -3.41 | |
| 0.5089 | 2.74 | |
| -0.4425 | -2.88 | |
| 0.5945 | 2.28 |
Estimation Period:
Jan 26, 2001 to Feb 6, 2026
Jan 26, 2001 to Feb 6, 2026
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