EPAM Systems Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.02% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0099 | 2.92 | |
| 0.0871 | 2.89 | |
| 0.7610 | 11.77 | |
| 1.5791 | 2.20 | |
| -2.2450 | -1.85 | |
| 0.8097 | 0.91 | |
| 0.1618 | 0.29 | |
| -0.5184 | -0.74 | |
| 0.1158 | 0.14 | |
| 0.6204 | 0.97 | |
| -1.1434 | -1.85 | |
| 0.8269 | 0.97 | |
| -0.1788 | -0.16 |
Estimation Period:
Feb 8, 2012 to Feb 6, 2026
Feb 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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