Hardcastle & Waud Manufact Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.76% (-6.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9103 | 6.03 | |
| 0.1506 | 6.16 | |
| 0.4808 | 5.81 | |
| -0.2540 | -1.36 | |
| 0.6491 | 2.55 | |
| -0.9162 | -6.28 | |
| 1.0734 | 7.09 | |
| -1.0984 | -6.24 | |
| 1.0462 | 5.57 | |
| -0.8323 | -4.96 | |
| 0.4775 | 2.71 | |
| -0.4457 | -1.49 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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