Idea Consultants Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.24% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7875 | 5.00 | |
| 0.1974 | 6.87 | |
| 0.6230 | 13.93 | |
| -0.0673 | -1.66 | |
| 0.0564 | 0.97 | |
| 0.0361 | 0.79 | |
| 0.0109 | 0.23 | |
| -0.1486 | -2.94 | |
| 0.2259 | 3.47 | |
| -0.2584 | -3.22 | |
| 0.4595 | 4.26 |
Estimation Period:
Aug 9, 1994 to Feb 10, 2026
Aug 9, 1994 to Feb 10, 2026
News Impact Curve
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