Original Engrg Consultants Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.09% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0390 | 5.34 | |
| 0.1461 | 7.02 | |
| 0.7885 | 23.73 | |
| -0.1297 | -0.90 | |
| 0.0168 | 0.07 | |
| 0.4108 | 2.73 | |
| -0.5470 | -3.91 | |
| 0.4148 | 2.77 | |
| -0.4278 | -2.60 | |
| 0.5107 | 3.33 | |
| -0.4609 | -4.03 | |
| 0.5033 | 5.23 | |
| -0.4398 | -6.36 |
Estimation Period:
Jul 30, 1996 to Feb 13, 2026
Jul 30, 1996 to Feb 13, 2026
News Impact Curve
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