Reward Wool Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.36% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7763 | 9.34 | |
| 0.0890 | 4.86 | |
| 0.8613 | 21.76 | |
| 0.0050 | 0.17 | |
| 0.0511 | 1.12 | |
| -0.1445 | -3.95 | |
| 0.1701 | 4.67 | |
| -0.1654 | -3.66 | |
| 0.1363 | 2.50 | |
| -0.0203 | -0.35 | |
| -0.0811 | -1.00 | |
| 0.0630 | 0.45 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities