Pentamaster Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.02% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6191 | 2.59 | |
| 0.1202 | 4.12 | |
| 0.7761 | 16.19 | |
| -0.4917 | -1.40 | |
| 0.9469 | 1.86 | |
| -0.9239 | -3.80 | |
| 0.7670 | 4.47 | |
| -0.4777 | -3.01 | |
| 0.3724 | 2.53 | |
| -0.3692 | -1.77 | |
| 0.1628 | 0.62 | |
| 0.1397 | 0.49 | |
| -0.0865 | -0.26 |
Estimation Period:
Jul 22, 2003 to Feb 6, 2026
Jul 22, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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