CTS Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.77% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5895 | 7.29 | |
| 0.0893 | 7.62 | |
| 0.8127 | 36.09 | |
| -0.0715 | -1.45 | |
| 0.2173 | 2.79 | |
| -0.2338 | -4.20 | |
| 0.0142 | 0.31 | |
| 0.2055 | 5.18 | |
| -0.2611 | -7.44 | |
| 0.1915 | 5.70 | |
| -0.0316 | -0.73 | |
| -0.0786 | -1.14 | |
| 0.0812 | 0.78 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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