Prime Focus Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.07% (-5.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0008 | 4.99 | |
| 0.1470 | 6.31 | |
| 0.7406 | 19.71 | |
| -0.0943 | -2.01 | |
| 0.1801 | 2.63 | |
| -0.1403 | -3.65 | |
| 0.0931 | 2.24 |
Estimation Period:
Jul 5, 2007 to Feb 6, 2026
Jul 5, 2007 to Feb 6, 2026
News Impact Curve
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