Premium Globl Incm Splt Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.54% (+5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4263 | 4.64 | |
| 0.1500 | 7.91 | |
| 0.8244 | 44.63 | |
| 0.2626 | 3.25 | |
| -0.3366 | -2.38 | |
| -0.0647 | -0.56 | |
| 0.3470 | 3.16 | |
| -0.8920 | -5.27 |
Estimation Period:
Feb 17, 2004 to Feb 6, 2026
Feb 17, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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