Cohen & Co Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:76.81% (-4.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4078 | 4.15 | |
| 0.1168 | 6.73 | |
| 0.8519 | 34.69 | |
| 0.3382 | 2.39 | |
| -0.6365 | -2.57 | |
| 0.3862 | 2.06 | |
| -0.1020 | -0.84 | |
| 0.0761 | 0.88 | |
| -0.1705 | -1.46 | |
| 0.1637 | 1.50 |
Estimation Period:
Mar 17, 2004 to Feb 6, 2026
Mar 17, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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