C&R Research Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.93% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5133 | 1.24 | |
| 0.3354 | 2.52 | |
| 0.6037 | 6.88 | |
| 12.7455 | 2.66 | |
| -22.8119 | -2.72 | |
| 15.7890 | 2.77 | |
| -10.1916 | -2.98 | |
| 8.7716 | 2.14 | |
| -8.4253 | -1.65 | |
| 4.2747 | 0.88 | |
| 4.9628 | 1.04 |
Estimation Period:
Sep 23, 2020 to Feb 13, 2026
Sep 23, 2020 to Feb 13, 2026
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