FTI Consulting Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.32% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3271 | 7.09 | |
| 0.1570 | 3.53 | |
| 0.3338 | 1.99 | |
| 0.3090 | 0.77 | |
| -1.3145 | -1.98 | |
| 2.2329 | 4.01 | |
| -2.3487 | -4.59 | |
| 2.2796 | 4.93 | |
| -1.8053 | -2.63 | |
| 0.7236 | 0.75 | |
| -0.3470 | -0.22 |
Estimation Period:
May 9, 1996 to Feb 6, 2026
May 9, 1996 to Feb 6, 2026
News Impact Curve
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