Faber Company Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.41% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4327 | 2.88 | |
| 0.1486 | 2.10 | |
| 0.2323 | 0.93 | |
| 2.7581 | 0.13 | |
| 4.4161 | 0.14 | |
| 7.1703 | 0.27 | |
| -47.4889 | -1.82 | |
| 86.0976 | 3.59 | |
| -98.8492 | -4.78 | |
| 62.4997 | 4.66 |
Estimation Period:
Jul 31, 2024 to Feb 10, 2026
Jul 31, 2024 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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