Olin Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.74% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8534 | 5.72 | |
| 0.0486 | 7.05 | |
| 0.9330 | 88.56 | |
| 0.0406 | 1.16 | |
| 0.0007 | 0.01 | |
| -0.1310 | -2.45 | |
| 0.1583 | 3.09 | |
| -0.1178 | -2.52 | |
| 0.1012 | 2.07 | |
| -0.0811 | -2.14 | |
| 0.0310 | 1.38 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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