Nephros Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.38% (-16.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0089 | 4.96 | |
| 0.3280 | 2.64 | |
| 0.1795 | 1.62 | |
| -0.0063 | -0.01 | |
| 0.3323 | 0.19 | |
| -0.4711 | -0.43 | |
| 0.3513 | 0.46 | |
| -1.5954 | -1.88 | |
| 4.3561 | 4.47 | |
| -6.3803 | -4.31 |
Estimation Period:
Aug 15, 2019 to Feb 6, 2026
Aug 15, 2019 to Feb 6, 2026
News Impact Curve
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