Pilot Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.21% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7737 | 5.81 | |
| 0.1317 | 6.03 | |
| 0.7784 | 19.43 | |
| 0.1348 | 0.94 | |
| 0.0720 | 0.28 | |
| -0.4823 | -2.10 | |
| 0.3647 | 1.79 | |
| 0.0850 | 0.54 | |
| -0.4456 | -3.02 | |
| 0.4370 | 3.07 | |
| -0.2171 | -1.71 | |
| 0.0246 | 0.18 | |
| 0.0655 | 0.65 |
Estimation Period:
Jan 4, 2002 to Feb 10, 2026
Jan 4, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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