Morningstar Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.48% (-4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3456 | 4.66 | |
| 0.0878 | 4.76 | |
| 0.7574 | 14.94 | |
| 0.5958 | 3.71 | |
| -1.0060 | -4.17 | |
| 0.5847 | 3.18 | |
| -0.0955 | -0.57 | |
| -0.1879 | -0.98 | |
| 0.2911 | 1.59 | |
| -0.3129 | -1.59 | |
| 0.2768 | 1.31 | |
| -0.4747 | -2.27 | |
| 0.8112 | 2.93 |
Estimation Period:
May 3, 2005 to Feb 6, 2026
May 3, 2005 to Feb 6, 2026
News Impact Curve
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