CompX International Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.56% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8039 | 4.30 | |
| 0.1100 | 5.85 | |
| 0.7172 | 14.16 | |
| 0.1998 | 1.60 | |
| -0.4250 | -2.99 | |
| 0.4777 | 5.17 | |
| -0.4169 | -4.08 | |
| 0.1710 | 2.15 | |
| 0.0044 | 0.05 | |
| 0.0498 | 0.58 | |
| -0.1633 | -2.14 | |
| 0.2748 | 3.29 | |
| -0.5130 | -3.36 |
Estimation Period:
Mar 6, 1998 to Feb 13, 2026
Mar 6, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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