Net Holding As Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.62% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4218 | 7.63 | |
| 0.1485 | 8.86 | |
| 0.7266 | 18.99 | |
| 0.0250 | 0.77 | |
| -0.0887 | -1.81 | |
| 0.1307 | 3.57 | |
| -0.1449 | -3.68 | |
| 0.1411 | 3.03 | |
| -0.0413 | -0.80 | |
| -0.0186 | -0.37 | |
| -0.1488 | -2.78 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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