Streamwide Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.78% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9922 | 4.24 | |
| 0.1908 | 6.00 | |
| 0.6619 | 14.55 | |
| -0.5290 | -1.23 | |
| 0.5083 | 0.74 | |
| 0.3797 | 0.78 | |
| -0.9901 | -1.80 | |
| 1.3345 | 2.58 | |
| -0.8958 | -2.35 | |
| 0.2286 | 0.73 | |
| -0.3229 | -1.44 | |
| 0.6456 | 3.13 | |
| -0.8378 | -2.57 |
Estimation Period:
Nov 27, 2007 to Feb 6, 2026
Nov 27, 2007 to Feb 6, 2026
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