Cmo Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:77.19% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5150 | 3.50 | |
| 0.1700 | 5.01 | |
| 0.6717 | 13.00 | |
| 0.6247 | 3.00 | |
| -0.8468 | -2.79 | |
| 0.2090 | 1.00 | |
| 0.0776 | 0.38 | |
| -0.1931 | -1.04 | |
| 0.3721 | 1.93 | |
| -0.3199 | -1.43 | |
| -0.0240 | -0.11 | |
| 0.1950 | 0.77 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities