FactSet Research Systems Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.89% (-8.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0438 | 5.82 | |
| 0.1693 | 7.44 | |
| 0.6540 | 18.10 | |
| 0.0613 | 1.08 | |
| -0.2091 | -2.54 | |
| 0.2661 | 4.59 | |
| -0.1657 | -2.97 | |
| 0.0300 | 0.58 | |
| 0.0526 | 0.94 | |
| 0.0009 | 0.01 | |
| -0.1175 | -1.79 | |
| 0.2383 | 2.45 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
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