First Brothers Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.82% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1601 | 4.43 | |
| 0.2119 | 3.08 | |
| 0.5254 | 5.48 | |
| -1.9189 | -3.85 | |
| 3.4899 | 4.78 | |
| -2.7624 | -5.25 | |
| 1.8775 | 2.61 | |
| -1.0301 | -1.14 | |
| 0.3707 | 0.48 | |
| 0.6087 | 0.86 | |
| -1.5489 | -1.46 | |
| 1.4317 | 0.80 |
Estimation Period:
Feb 17, 2015 to Feb 10, 2026
Feb 17, 2015 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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