Marche Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.86% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7321 | 3.13 | |
| 0.3834 | 6.47 | |
| 0.5291 | 12.25 | |
| -0.1471 | -1.45 | |
| 0.1943 | 1.27 | |
| 0.0319 | 0.29 | |
| -0.1966 | -2.13 | |
| 0.1896 | 2.51 | |
| -0.0925 | -1.13 | |
| 0.1426 | 1.76 | |
| -0.1598 | -1.57 | |
| -0.1785 | -1.05 |
Estimation Period:
Nov 29, 1996 to Feb 10, 2026
Nov 29, 1996 to Feb 10, 2026
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