Omniab Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.81% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2605 | 1.90 | |
| 0.1412 | 2.89 | |
| 0.7249 | 9.49 | |
| -4.5679 | -1.07 | |
| 32.0480 | 3.65 | |
| -54.1774 | -4.09 | |
| 35.5249 | 2.38 | |
| -10.9921 | -1.05 | |
| 2.5748 | 0.43 | |
| 2.6999 | 0.57 | |
| -8.3764 | -1.29 | |
| 7.0928 | 0.71 |
Estimation Period:
Aug 10, 2021 to Feb 6, 2026
Aug 10, 2021 to Feb 6, 2026
News Impact Curve
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