Enpro Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.32% (+8.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8481 | 5.69 | |
| 0.1700 | 4.07 | |
| 0.6873 | 11.77 | |
| -0.1339 | -1.46 | |
| 0.3639 | 2.63 | |
| -0.4557 | -4.41 | |
| 0.3512 | 3.33 | |
| -0.0640 | -0.64 | |
| -0.1525 | -1.36 | |
| 0.1369 | 1.05 | |
| -0.0679 | -0.58 | |
| 0.0243 | 0.18 |
Estimation Period:
May 27, 2002 to Feb 6, 2026
May 27, 2002 to Feb 6, 2026
News Impact Curve
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