Alpha Systems Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.20% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4742 | 9.61 | |
| 0.1678 | 7.87 | |
| 0.6986 | 21.30 | |
| 0.0317 | 2.71 | |
| -0.0368 | -1.91 | |
| 0.0190 | 1.28 | |
| -0.0309 | -1.95 |
Estimation Period:
May 11, 1999 to Feb 13, 2026
May 11, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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