Livero Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.87% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4800 | 2.67 | |
| 0.3285 | 2.21 | |
| 0.1024 | 0.68 | |
| -0.6490 | -0.08 | |
| -1.5430 | -0.13 | |
| 11.4377 | 1.65 | |
| -21.0474 | -3.28 | |
| 24.2412 | 3.09 | |
| -20.9387 | -2.12 | |
| 13.1718 | 1.26 | |
| -13.2650 | -1.27 | |
| 22.2810 | 2.21 | |
| -33.6179 | -3.26 |
Estimation Period:
Sep 28, 2021 to Feb 13, 2026
Sep 28, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities