Soho Holly Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.82% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8111 | 5.21 | |
| 0.1127 | 8.83 | |
| 0.8330 | 47.96 | |
| -0.1220 | -1.79 | |
| 0.2824 | 2.64 | |
| -0.2948 | -2.89 | |
| 0.1567 | 1.57 | |
| -0.0101 | -0.14 | |
| -0.0258 | -0.48 | |
| 0.0354 | 0.70 | |
| -0.0273 | -0.69 |
Estimation Period:
Sep 1, 1997 to Feb 6, 2026
Sep 1, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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