Fp Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.13% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5321 | 5.16 | |
| 0.1338 | 6.07 | |
| 0.7239 | 18.21 | |
| -0.2430 | -3.65 | |
| 0.2734 | 2.76 | |
| 0.0087 | 0.13 | |
| -0.1317 | -2.29 | |
| 0.2109 | 4.32 | |
| -0.2214 | -3.65 | |
| 0.1906 | 2.45 | |
| -0.1453 | -1.79 | |
| 0.0318 | 0.29 |
Estimation Period:
Sep 2, 1997 to Feb 13, 2026
Sep 2, 1997 to Feb 13, 2026
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