PR Times Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.64% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5153 | 4.37 | |
| 0.1566 | 2.92 | |
| 0.4056 | 3.13 | |
| 0.2302 | 0.25 | |
| 0.5209 | 0.38 | |
| -2.2804 | -3.01 | |
| 3.6306 | 5.28 | |
| -4.0614 | -4.46 | |
| 2.9925 | 2.88 | |
| -1.4130 | -1.52 | |
| 0.4078 | 0.50 | |
| 0.7290 | 0.74 | |
| -2.6036 | -1.70 |
Estimation Period:
Mar 31, 2016 to Feb 13, 2026
Mar 31, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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