Farcent Enterprise Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.85% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9573 | 5.30 | |
| 0.2040 | 8.02 | |
| 0.6827 | 20.11 | |
| -0.0264 | -0.20 | |
| 0.2293 | 1.16 | |
| -0.3862 | -2.44 | |
| 0.2127 | 1.43 | |
| 0.0872 | 0.66 | |
| -0.4411 | -3.20 | |
| 0.8776 | 5.81 | |
| -1.1760 | -6.63 | |
| 1.1094 | 4.85 | |
| -0.7449 | -3.42 |
Estimation Period:
Feb 15, 2002 to Feb 6, 2026
Feb 15, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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