Perfect Octave Media Project Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.96% (-5.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9768 | 2.41 | |
| 0.2252 | 7.75 | |
| 0.6952 | 16.36 | |
| 0.3154 | 0.40 | |
| -0.4893 | -0.42 | |
| 0.1051 | 0.15 | |
| 0.1702 | 0.24 | |
| -0.7351 | -1.09 | |
| 1.9889 | 3.63 | |
| -2.2528 | -4.39 | |
| 1.0756 | 1.86 | |
| -0.4002 | -0.78 | |
| 1.0802 | 1.91 |
Estimation Period:
Jul 3, 2012 to Feb 13, 2026
Jul 3, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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