Exponent Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.60% (+28.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1944 | 6.64 | |
| 0.0770 | 6.13 | |
| 0.8058 | 27.16 | |
| -0.0831 | -3.07 | |
| 0.0966 | 2.26 | |
| -0.0471 | -1.17 | |
| 0.1026 | 2.23 | |
| -0.1262 | -2.63 | |
| 0.0837 | 1.73 | |
| -0.0241 | -0.46 | |
| 0.0217 | 0.39 | |
| -0.0811 | -1.02 |
Estimation Period:
Aug 17, 1990 to Feb 6, 2026
Aug 17, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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