Auto & Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.55% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5626 | 2.04 | |
| 0.3719 | 1.12 | |
| 0.4370 | 1.82 | |
| -4.6873 | -0.41 | |
| 10.4001 | 0.54 | |
| -12.7591 | -1.05 | |
| 21.5439 | 2.68 | |
| -32.3336 | -3.64 | |
| 37.5489 | 3.15 | |
| -33.9431 | -2.19 | |
| 12.5066 | 0.86 | |
| 17.7637 | 1.30 | |
| -34.3727 | -1.49 |
Estimation Period:
Jan 20, 2022 to Feb 6, 2026
Jan 20, 2022 to Feb 6, 2026
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