Auto Hall Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.51% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4159 | 3.19 | |
| 0.0962 | 5.01 | |
| 0.8009 | 14.35 | |
| 0.0412 | 1.25 | |
| -0.0587 | -1.31 | |
| 0.0274 | 1.17 | |
| -0.0205 | -1.21 | |
| 0.0263 | 1.45 |
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Jul 1, 1993 to Feb 13, 2026
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