Netbay PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.15% (+2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8570 | 2.64 | |
| 0.1005 | 2.73 | |
| 0.5857 | 4.40 | |
| 2.6805 | 2.75 | |
| -3.5867 | -2.87 | |
| 1.3810 | 2.03 | |
| -0.6150 | -0.91 | |
| -0.1517 | -0.22 | |
| 1.1086 | 1.36 | |
| -1.7873 | -2.00 | |
| 2.1281 | 2.20 | |
| -2.0617 | -2.40 | |
| -0.0057 | -0.01 |
Estimation Period:
Jun 16, 2016 to Feb 13, 2026
Jun 16, 2016 to Feb 13, 2026
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