Pierce Group AB Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.09% (+6.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7703 | 4.18 | |
| 0.2059 | 2.44 | |
| 0.0000 | 0.00 | |
| 0.6128 | 0.13 | |
| 2.3543 | 0.30 | |
| -11.5657 | -1.86 | |
| 16.2066 | 3.31 | |
| -12.8878 | -3.35 | |
| 9.3313 | 2.75 | |
| -5.9081 | -1.85 | |
| 2.7551 | 0.63 | |
| -0.3622 | -0.06 | |
| -6.2067 | -0.72 |
Estimation Period:
Mar 26, 2021 to Feb 6, 2026
Mar 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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