Original Engrg Consultants Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.85% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0317 | 5.27 | |
| 0.1467 | 7.01 | |
| 0.7882 | 23.55 | |
| -0.1344 | -0.93 | |
| 0.0208 | 0.09 | |
| 0.4171 | 2.75 | |
| -0.5606 | -4.00 | |
| 0.4303 | 2.87 | |
| -0.4413 | -2.67 | |
| 0.5197 | 3.38 | |
| -0.4616 | -3.88 | |
| 0.4884 | 3.82 | |
| -0.3897 | -1.72 |
Estimation Period:
Jul 30, 1996 to Feb 13, 2026
Jul 30, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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