Axis Consulting Corporation Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.33% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7953 | 0.90 | |
| 0.9167 | 5.34 | |
| 0.0214 | 0.67 | |
| -3.7085 | -0.32 | |
| 1.4471 | 0.09 | |
| 6.8314 | 1.16 | |
| -8.4573 | -1.79 | |
| 10.8095 | 1.87 | |
| -25.3307 | -3.59 |
Estimation Period:
Mar 27, 2023 to Feb 10, 2026
Mar 27, 2023 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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