Justplanning Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.16% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5561 | 4.12 | |
| 0.2392 | 6.95 | |
| 0.5958 | 11.22 | |
| 0.0766 | 0.77 | |
| -0.1290 | -0.96 | |
| 0.0724 | 0.88 | |
| 0.0074 | 0.09 | |
| -0.1224 | -1.16 | |
| 0.3500 | 3.23 | |
| -0.6006 | -6.46 | |
| 0.5189 | 4.47 | |
| -0.0238 | -0.12 |
Estimation Period:
Aug 1, 2001 to Feb 13, 2026
Aug 1, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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