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	param	t-stat
$ω$	1.0507	0.03
$α$	0.3798	0.59
$β$	0.0705	0.06
$γ_{1}$	1,067.2180	6.70
$γ_{2}$	-1,639.1910	-8.28
$γ_{3}$	719.8330	13.06
$γ_{4}$	-167.3085	-7.14
$γ_{5}$	24.5563	2.33
$γ_{6}$	-4.4980	-1.44
$γ_{7}$	-0.8382	-0.13
$γ_{8}$	-0.0713	-0.01
$γ_{9}$	0.7578	0.05

V-Lab

Baikowski SAS Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:47.67% (-0.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Baikowski SAS Analyses