Olin Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.18% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7329 | 5.53 | |
| 0.0495 | 6.63 | |
| 0.9246 | 74.17 | |
| -0.0332 | -0.54 | |
| 0.1356 | 1.39 | |
| -0.1689 | -2.51 | |
| 0.0158 | 0.27 | |
| 0.1562 | 2.45 | |
| -0.2265 | -3.81 | |
| 0.2303 | 3.72 | |
| -0.1500 | -2.01 | |
| 0.0219 | 0.25 | |
| 0.1111 | 1.13 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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