Forbes & Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.06% (-3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0732 | 8.16 | |
| 0.1332 | 7.18 | |
| 0.7856 | 22.68 | |
| -0.0050 | -0.44 | |
| -0.0150 | -0.83 | |
| 0.0534 | 3.14 | |
| -0.0510 | -2.94 | |
| 0.0201 | 1.65 |
Estimation Period:
Sep 16, 1994 to Feb 6, 2026
Sep 16, 1994 to Feb 6, 2026
News Impact Curve
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