Scroll Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.24% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1793 | 7.10 | |
| 0.1860 | 6.33 | |
| 0.6438 | 15.47 | |
| 0.0566 | 1.37 | |
| -0.0557 | -0.92 | |
| -0.0852 | -2.45 | |
| 0.1996 | 5.94 | |
| -0.2038 | -4.29 | |
| 0.1555 | 2.53 | |
| -0.0899 | -1.27 | |
| -0.0189 | -0.24 | |
| 0.0391 | 0.43 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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