Pannergy Nyrt Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.69% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0193 | 5.33 | |
| 0.1803 | 5.70 | |
| 0.7745 | 24.54 | |
| -0.0241 | -4.53 | |
| 0.0385 | 4.35 | |
| -0.0227 | -1.95 |
Estimation Period:
Aug 14, 1995 to Feb 13, 2026
Aug 14, 1995 to Feb 13, 2026
News Impact Curve
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