Caplin Point Laboratories Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.62% (-5.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1150 | 8.91 | |
| 0.1936 | 6.09 | |
| 0.5467 | 8.14 | |
| 0.1968 | 1.37 | |
| -0.2971 | -1.09 | |
| 0.0081 | 0.03 | |
| 0.3164 | 1.26 | |
| -0.5308 | -3.13 | |
| 0.6782 | 4.46 | |
| -0.8800 | -4.02 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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