Forrester Research Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.05% (-3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8977 | 4.42 | |
| 0.0916 | 7.63 | |
| 0.8498 | 44.21 | |
| -0.1357 | -3.84 | |
| 0.2011 | 4.10 | |
| -0.0982 | -3.82 | |
| 0.0668 | 2.64 | |
| -0.0404 | -1.30 | |
| 0.0292 | 0.58 |
Estimation Period:
Nov 28, 1996 to Feb 6, 2026
Nov 28, 1996 to Feb 6, 2026
News Impact Curve
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