Spsoft Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:74.08% (-28.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.4117 | 0.04 | |
| 0.5985 | 0.03 | |
| 0.4015 | 0.02 | |
| 53.4328 | 0.00 | |
| -347.5861 | -0.02 | |
| 834.8783 | 0.06 | |
| -920.3305 | -0.10 | |
| 492.7223 | 0.11 | |
| -143.1604 | -0.07 | |
| 32.3884 | 0.05 | |
| -5.7097 | -0.04 | |
| 10.9345 | 0.17 | |
| -3.7608 | -0.01 |
Estimation Period:
Aug 26, 2022 to Feb 13, 2026
Aug 26, 2022 to Feb 13, 2026
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