H2O America Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.77% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9250 | 5.36 | |
| 0.1104 | 9.25 | |
| 0.8289 | 38.72 | |
| 0.1145 | 2.36 | |
| -0.1727 | -2.39 | |
| 0.1044 | 2.28 | |
| -0.0208 | -0.54 | |
| -0.1489 | -4.24 | |
| 0.2473 | 5.54 | |
| -0.2107 | -3.65 | |
| 0.1450 | 2.50 | |
| -0.1063 | -1.68 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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