Toba Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.79% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1027 | 5.35 | |
| 0.1287 | 8.13 | |
| 0.8144 | 33.25 | |
| -0.2124 | -2.69 | |
| 0.2327 | 1.98 | |
| -0.1002 | -1.23 | |
| 0.2831 | 3.18 | |
| -0.3887 | -4.29 | |
| 0.2028 | 2.11 | |
| 0.1106 | 1.03 | |
| -0.2304 | -1.88 | |
| 0.1868 | 1.44 | |
| -0.1741 | -1.17 |
Estimation Period:
Nov 15, 1995 to Feb 10, 2026
Nov 15, 1995 to Feb 10, 2026
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