IT City PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.77% (+16.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1805 | 3.39 | |
| 0.1610 | 4.56 | |
| 0.6514 | 10.72 | |
| 0.2550 | 1.98 | |
| -0.3646 | -2.08 | |
| 0.2685 | 2.00 | |
| -0.2451 | -1.70 | |
| 0.1382 | 0.97 | |
| -0.1044 | -0.79 | |
| 0.1958 | 1.50 | |
| -0.3907 | -2.47 | |
| 0.2768 | 1.29 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
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