Hfr Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:85.83% (-4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0957 | 2.60 | |
| 0.1724 | 2.65 | |
| 0.2206 | 1.38 | |
| -2.8055 | -0.96 | |
| 4.4918 | 1.11 | |
| -3.3422 | -1.81 | |
| 4.0386 | 2.84 | |
| -4.5334 | -3.18 | |
| 4.1768 | 3.03 | |
| -4.9901 | -3.58 | |
| 6.7674 | 5.00 | |
| -6.7917 | -5.03 | |
| 6.0541 | 2.83 |
Estimation Period:
Nov 5, 2018 to Feb 6, 2026
Nov 5, 2018 to Feb 6, 2026
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