Cabot Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.75% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6950 | 7.25 | |
| 0.1405 | 7.16 | |
| 0.6700 | 14.25 | |
| -0.0036 | -0.07 | |
| 0.0307 | 0.38 | |
| -0.0589 | -1.09 | |
| 0.0004 | 0.01 | |
| 0.1367 | 2.67 | |
| -0.2418 | -5.48 | |
| 0.2100 | 4.35 | |
| -0.0548 | -1.09 | |
| -0.0682 | -1.48 | |
| 0.1025 | 1.63 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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