Cohen & Co Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:97.70% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4085 | 4.22 | |
| 0.1158 | 6.82 | |
| 0.8525 | 35.30 | |
| 0.3440 | 2.44 | |
| -0.6469 | -2.63 | |
| 0.3961 | 2.13 | |
| -0.1150 | -0.95 | |
| 0.1024 | 1.03 | |
| -0.2390 | -1.39 | |
| 0.3591 | 1.23 |
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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