Samco Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.17% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4020 | 15.33 | |
| 0.0908 | 19.51 | |
| 0.8732 | 152.49 |
Estimation Period:
Aug 16, 2001 to Feb 10, 2026
Aug 16, 2001 to Feb 10, 2026
News Impact Curve
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