Nantex Industry Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.04% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8141 | 5.02 | |
| 0.1037 | 8.28 | |
| 0.8272 | 40.62 | |
| -0.0299 | -0.44 | |
| 0.0145 | 0.15 | |
| -0.0552 | -0.91 | |
| 0.2215 | 3.37 | |
| -0.3094 | -3.42 | |
| 0.2710 | 2.13 | |
| -0.1928 | -1.61 | |
| 0.1975 | 2.28 | |
| -0.2641 | -2.54 | |
| 0.2971 | 2.34 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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