Federal Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.04% (+4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0742 | 6.90 | |
| 0.1479 | 9.92 | |
| 0.7828 | 39.40 | |
| -0.1238 | -2.80 | |
| 0.2397 | 3.44 | |
| -0.2244 | -4.69 | |
| 0.1461 | 3.07 | |
| -0.0129 | -0.26 | |
| -0.0846 | -1.77 | |
| 0.0723 | 1.28 | |
| 0.1125 | 1.69 | |
| -0.2905 | -3.83 | |
| 0.2911 | 3.03 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Federal Corp Analyses
Other Spline-GARCH Analyses on International Equities