GTM Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.38% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8094 | 10.24 | |
| 0.1600 | 9.18 | |
| 0.7415 | 31.10 | |
| 0.0075 | 2.90 | |
| -0.0152 | -3.65 | |
| 0.0164 | 2.95 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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