Mohandes Insurance Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.49% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8142 | 4.65 | |
| 0.2011 | 5.27 | |
| 0.4063 | 5.82 | |
| -0.4309 | -3.40 | |
| 0.8257 | 4.75 | |
| -0.6909 | -6.82 | |
| 0.4046 | 4.27 | |
| -0.0904 | -0.94 | |
| -0.1198 | -0.91 | |
| 0.2708 | 1.38 | |
| -0.3484 | -1.35 |
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Sep 30, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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