Faber Company Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.63% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0607 | 3.75 | |
| 0.1653 | 2.24 | |
| 0.2359 | 1.09 | |
| 16.5128 | 2.51 | |
| -22.1515 | -2.23 | |
| 17.4392 | 2.56 | |
| -33.9294 | -3.09 |
Estimation Period:
Jul 31, 2024 to Feb 13, 2026
Jul 31, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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