Haycarb Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.01% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3654 | 5.64 | |
| 0.1383 | 7.76 | |
| 0.6911 | 17.17 | |
| 0.0690 | 1.10 | |
| -0.1280 | -1.38 | |
| 0.1131 | 1.76 | |
| -0.1534 | -2.46 | |
| 0.2052 | 3.06 | |
| -0.1780 | -2.30 | |
| 0.2196 | 2.50 | |
| -0.3774 | -4.17 | |
| 0.4915 | 4.56 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities