Forval Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.26% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6098 | 4.25 | |
| 0.2110 | 9.57 | |
| 0.6391 | 21.94 | |
| 0.1366 | 1.52 | |
| -0.1874 | -1.38 | |
| 0.0077 | 0.07 | |
| 0.1325 | 1.25 | |
| -0.1660 | -1.78 | |
| 0.1084 | 1.03 | |
| -0.0532 | -0.54 | |
| 0.0750 | 0.89 | |
| -0.0733 | -1.07 | |
| -0.0899 | -1.19 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
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