NewMarket Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.65% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9865 | 9.97 | |
| 0.1895 | 5.27 | |
| 0.5334 | 9.97 | |
| 0.0250 | 1.38 | |
| 0.0314 | 1.21 | |
| -0.1474 | -6.80 | |
| 0.1550 | 6.36 | |
| -0.1502 | -6.74 | |
| 0.1691 | 8.12 | |
| -0.1017 | -3.92 | |
| 0.0140 | 0.28 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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