Neo Technical System Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:90.68% (-6.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6749 | 3.21 | |
| 0.1734 | 8.31 | |
| 0.7447 | 27.35 | |
| -0.0381 | -0.17 | |
| 0.0132 | 0.04 | |
| 0.0978 | 0.53 | |
| -0.1975 | -1.05 | |
| 0.3221 | 1.83 | |
| -0.2115 | -1.47 | |
| -0.2751 | -1.67 | |
| 0.9663 | 2.91 |
Estimation Period:
Oct 1, 2007 to Feb 6, 2026
Oct 1, 2007 to Feb 6, 2026
News Impact Curve
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