1 Production Film Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.69% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4963 | 1.44 | |
| 0.1076 | 3.15 | |
| 0.7383 | 7.23 | |
| -0.1299 | -0.09 | |
| -0.2788 | -0.15 | |
| 1.1723 | 1.09 | |
| -1.8092 | -1.95 | |
| 1.6730 | 2.30 | |
| -0.8625 | -1.43 | |
| 0.2670 | 0.56 | |
| 0.3155 | 0.62 |
Estimation Period:
Oct 27, 2014 to Feb 6, 2026
Oct 27, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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