Jde Peet'S Nv Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.25% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7349 | 3.95 | |
| 0.0828 | 1.85 | |
| 0.1491 | 0.64 | |
| -4.1565 | -2.42 | |
| 7.1636 | 2.84 | |
| -5.3532 | -2.37 | |
| 2.3451 | 1.04 | |
| 2.5553 | 1.39 | |
| -4.2670 | -2.53 | |
| 2.0825 | 0.65 | |
| -8.2592 | -1.12 |
Estimation Period:
May 29, 2020 to Feb 6, 2026
May 29, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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