Alpha Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.16% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6877 | 4.00 | |
| 0.2182 | 7.07 | |
| 0.6953 | 20.13 | |
| 0.1892 | 1.43 | |
| -0.2766 | -1.42 | |
| 0.1235 | 0.79 | |
| -0.1255 | -0.69 | |
| 0.3246 | 2.08 | |
| -0.4734 | -3.28 | |
| 0.3130 | 1.91 | |
| 0.0802 | 0.52 | |
| -0.7662 | -3.93 |
Estimation Period:
Apr 12, 2004 to Feb 13, 2026
Apr 12, 2004 to Feb 13, 2026
News Impact Curve
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