Crawford & Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.35% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8765 | 3.76 | |
| 0.0543 | 7.23 | |
| 0.9305 | 86.62 | |
| 0.0142 | 3.28 | |
| -0.0265 | -3.90 | |
| 0.0201 | 2.23 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Crawford & Co Analyses
Other Spline-GARCH Analyses on Equities